Kayla Mueller was captured by the terrorist group and was killed by the extremists in February 2015.
She was held in a secret location with a number of other hostages. One of her captors was the Londoner Jihadi John.
In a new documentary her fellow captors have revealed the conditions she was held under.
Daniel Rye Ottosen, a Danish journalist, told ABC News Ms Mueller was brought in and paraded in front of the male hostages.
Jihadi John, now dead and known to have been Mohammed Emwazi, is thought to have facilitated the repeated rape of the Christian by the Islamic State leader Abu Bakr al Baghdadi.
On one occasion he showed her to the male hostages and said: "Oh, this is Kayla, and she has been held all by herself. And she is much stronger than you guys. And she's much smarter. She converted to Islam."
Daniel Rye Ottosen told the broadcaster that she replied: "No, I didn't, I did not convert".
He said the other hostages were surprised by her bravery in the face of brutal Emwazi, who had beheaded several westerns.
"I would not have had the guts to say that. I don't think so," he said. "It was very clear that all of us were impressed by the strength that she showed in front of us. That was very clear."
Kayla Mueller was reportedly kept in a room with four Yazidi teenagers, whom she tried to protect from abuse. The girls are said to have regarded her as a "mother figure".
The Islamic State group claimed Mueller was killed in a Jordanian air strike near Raqqah, the group's self-declared capital in Syria. US officials confirmed the death but not the circumstances.
At the time of her death in Febuary, Kayla Mueller's family released a letter she wrote to them from captivity, expressing her faith in God.