Miley tells her: "Everyone takes the VMAs so seriously and I just wanna come out and like shoot a hot dog gun. I just wanna have fun!"
It's been a mixed week for Miley. On Wednesday, her new single Wrecking Ball reached the top spot on the US Billboard charts - her first ever number one.
That news will have come as a welcome distraction for Miley given the troubles in her personal life.
On Monday, Miley and her fiancé Liam Hemsworth confirmed that they had called off their 16-month engagement, bringing to an end a tumultuous year in their relationship.
Australian actor Liam has since been linked to 23-year-old Mexican beauty Eiza Gonzalez. The pair were spotted partying together at a VIP club in Las Vegas at the weekend, and were also spotted together the following day.