Holly MadisonHolly Madison was 'shocked' when the producers of 'Peepshow' told her that she needed to lose weight for the show.

In a RadarOnline interview, Madison said, "I always thought I looked fine. It was a shock to me when they told me to lose weight. I just feel like I market myself as a sex symbol, I don't market myself as a fitness model or a professional dancer so I feel like the way I look is fine!"

Madison continues, "I'm still up in the air over what to do. I feel like I changed my eating habits to really healthy. I've lost a few pounds. I'm still getting there and deciding if I even want to lose weight."

'Peepshow' is a burlesque show at the Planet Hollywood Resort and Casino in Las Vegas, and Madison is the star of the show. She also stars in her own E! reality show, 'Holly's World.' Watch the interview after the jump.