The teenager, who's father is personal trainer and actor Carlos Leon, was photographed holding a lit cigarette while out with a group of friends in New York City on March 23.
The pictures quickly went viral and Madonna admits she was stunned when she saw them.
During an TV interview with newsman Brian Williams, which will air on his Rock Center show on Wednesday, she says, "I don't think I'm as tough as I should be. I think I need to be maybe tougher. It's hard though, it's hard, everyday is a negotiation. But cigarette smoking I'm not very fond of, for anyone. I don't approve of anyone smoking cigarettes - most of all my daughter."
And even though the Vogue hitmaker recently shot her new music Girls Gone Wild with a tobacco stick in her mouth, Madonna, a former smoker, insists Lourdes didn't pick up the nasty habit from her.
She adds, "I don't smoke, that's just an accessory. There's a difference. She smoked that cigarette before I did that video. She didn't get that from me."