04/27/2007 at 09:00 AM EDT
Lindsay Lohan, who has been criticized for hitting the clubs after a stint in rehab
, says she goes out because she feels isolated.
"Though it's hard in L.A. not to go out, it gets lonely," she tells Nylon
magazine. "Being an actress is lonely, and I never want to be alone. I hate sleeping alone."
Lohan, 20, lives in Los Angeles, but she was interviewed in her native New York City, where she says she was staying at the request of her younger brother Michael, 19, and sisters Ali, 13, and Dakota, 10.
And while she defends her social life – "I work hard enough and I know how to take care of myself. I don't know what's going to happen tomorrow," she says – she admits: "It's so much harder to stay sober in New York."
Lohan, whose film Georgia Rule
opens next month, recently said she "felt safe"
during her month-long stint at the Wonderland rehab center in West Hollywood.
At the suggestion of her therapist, she checked the place out and found "a quiet room, all white, with parquet, and it was different!" she told Allure.
"I just felt safe. I thought, 'I'm going to stay here tonight.' And I stayed there. For a month. It was great."