The 'Factory Girl' star shot to fame when she began dating the handsome actor in 2004 and insists the press attention got out of control.
Sienna told Britain's OK! magazine: "I was well known before I'd had a film released. And I was part of a soap opera that people felt very involved in, and then certain dramas happened, so my life became a sitcom."
Sienna - who split from Jude after he had an affair with his children's nanny - insists her life is a lot more settled now, despite her photo regularly appearing in the newspapers.
The 25-year-old former model said: "My life is actually relatively uneventful! It's just that if I go out one night a month, which is all it might be, it'll be made into such a drama - or they'll get you half-blinking and say you're drunk.
"It's very hard to control, because ultimately scandals sell their papers.
"Actually I just sit at home and cook and walk my dogs. I'm very different to the way I'm perceived."