Stylist Cece Liu also dressed the Canadian 34-year-old in Lee's reef net skirt, which showcased her hips and legs.
Grimes (born Claire Elise Boucher) told British Vogue on Wednesday that her favorite piece from the collection was the Italian French coat "because it feels very androgynous anime."
The Shinigami Eyes singer wore a long white Preston Wada wig and used "actual paintbrushes" to apply her own red eye make-up for the spread "traversing icy mystic landscapes with cyber-human architecture."
"I've been a big fan of Dion for a long time! His work looks like it exists in Dune. Medieval sci-fi energy," Grimes gushed to the mag.
She continued: "Human and animal bodies are the most primal means of expression. In the earliest stages of evolution, physical aesthetics were perfected by the process of natural selection as a means of communication."
"To be honest, even single-celled organisms look good. Bodies are probably the first canvas for ideas, before creatures could even be self-aware enough to have ideas. So I think style is important."