The 'Born To Die' singer says the late musician's songs - which include 'Hallelujah' - would be the perfect soundtrack for when she leaves this Earth.
She said: "I'd probably die to Jeff Buckley, I guess there probably wouldn't be any other way. Good music.
"Good music to die to, send me on my way to heaven, heavenly voice, heavenly tunes. But I have a couple of records that are sort of near and dear to me, I really like Nirvana, I really like Bob Dylan, and I like Frank Sinatra, the voice."
Lana also revealed the origins of her exotic stage name as she wanted a moniker that would suit her music.
Lana - real name Elizabeth Grant - told Absolute Radio DJ Geoff Lloyd: "I just really wanted a name that was as beautiful as I thought the music was going to be. I was going with my sister a lot to Miami, we were spending time with our friends from Cuba, and I wanted something that sort of sounded like faded seaside glamour and that it was something that sounded beautiful, but sonically I just liked the way it sort of rolled off the tip of the tongue."
The full interview is aired next Wednesday (01.02.12) on Absolute Radio from 7pm.