The Grammy-winning singer, 20, will make history when she takes to the Pyramid Stage on Friday night as the festival returns after a three-year hiatus due to the pandemic.
Eilish noted that headlining as a woman also makes her “excited for the future” as she feels there are fewer female artists given the top spot.
Speaking ahead of her performance to Matt Wilkinson for his Glastonbury special show on Apple Music 1, she said: “It’s a serious once-in-a-lifetime opportunity to be asked to go to and to do.
“And I’m constantly feeling like I’m undeserving of everything, and I think that’s a good thing. I would say that that’s a good thing for the most part.
“But first of all, it makes you doubt everybody because you’re like ‘Why would you choose me?’
“But with that being said, that’s why I’m even more excited about it and stoked to be the youngest headliner ever.
Doing this kind of show and headlining and with all the pressure of it ... if you overthink it you might bomb
“And I’m a woman and that’s really cool. And it makes me excited for the future. And unfortunately, there’s not a lot of female headliners constantly so I feel really honored and really excited.”
The star-studded line-up of headliners also includes Sir Paul McCartney, who will perform on Saturday night, while rapper Kendrick Lamar will play on Sunday.
Eilish made her Glastonbury debut in 2019 when she performed on the Other Stage and treated crowds to a string of tracks such as Bad Guy and You Should See Me In A Crown.
The singer revealed she is trying to remain composed in the run-up to her headline slot this weekend as she feels she will get overwhelmed if she overthinks the performance.
She said: “Doing this kind of show and headlining and with all the pressure of it, it’s like, if you overthink it you might bomb.
“So I try to keep myself as composed as possible. But if I do think about it, it’s like the coolest that I’ve ever heard.
“I mean, Glastonbury. Come on, it’s so cool. So I’m very, very geeked, very excited.”
The US pop star added that she knew the festival was “big” but she had “no hesitation” on whether to take on the opportunity after confirming it worked within her schedule.
Eilish will perform alongside her brother and co-writer Finneas O’Connell.
O’Connell said getting to headline Glastonbury was “unbelievable” and a “tremendous honor”.
He said: “Everyone who has been lucky enough to go to music festivals the world over everyone says the same thing, which is there’s nothing like Glastonbury.
“Everything wishes it was Glastonbury. So yeah, just a tremendous honor.
“Again, it’s the company that you’re in too. The fact that we’re there with McCartney and Kendrick and everybody down the lineup too, I’m a huge fan of so many artists playing each day. It’s so exciting.”
In the weeks leading up to Glastonbury, Eilish has played a string of UK and European tour dates and also hosted a climate event, Overheated, at London’s O2 Arena.
She also topped the bill at Coachella in the US in April, bringing out guests Khalid and Damon Albarn for a set that thrilled fans and reviewers.
Matt Wilkinson’s Glastonbury Special on Apple Music 1 will air on apple.co/_MattWilkinson today from 12-2pm BST, repeated Friday 24th June, 12-2pm BST