The swashbuckling opener's batting style is laced with a damn-care approach which, in fact, has been responsible for his dismissal on several occasions.
"I always believed in playing the way I know, as that comes naturally to me. And I want to change only when I'm convinced that the way prescribed will benefit me," Sehwag said.
"I think coaches also look for the same thing. Their effort is to make us a better player. So, there should not be any problem regarding that."
The Delhi player welcomed the appointment of the former Australian captain as the coach and said he was now hoping to see a new aggression in the team.
"As a team, we are an aggressive unit and I feel we will be more aggressive with an Australian at the helm of affairs," he was quoted as saying by the 'Gulf News'.
Sehwag said his priority was to be consistent as a batsman.
"Consistency is the most sought after factor in world cricket... I shall try to bat well every time I go out in the middle. Sometimes I may succeed, some times I may not. That's all part of the game."
On the differences between having an Indian and a foreign coach, he said "how does the nationality factor come into the job, I really fail to understand. It's a job that has to be done professionally and that's the end of it."
"Any professional, irrespective of his nationality, can do it and do it in a better way. His primary target is to get the best out of the players and once he can do that, that's the parameter by which you should judge a coach, not by anything else."
Sehwag said he was not even thinking of becoming India's captain with both Sourav Ganguly and Rahul Dravid doing a fantastic job.
"Look, every player who represents his country has the ambition to lead his country. But in the same breath I must say, I don't even like to consider that option right now since I'm not ready for the job."
"Secondly, Sourav is there, so is Rahul. They are doing a fantastic job. There is no question of even thinking in that direction."
On the pain he experiences when he plays a big knock but the team loses, he said "that's the most painful factor in a team game. Everybody wants to excel while representing one's country.
"Since it's a team game, the feeling is hard to express when the team wins no matter if it's through your performance or by anybody else's.
"Losing is what we hate and that's the most painful thing for me personally, even if I come up with a good performances. It becomes immaterial then."