She only decided to compete after receiving support from her family and Egyptian sporting authorities, but admits she still feels uncomfortable wearing the outfit.
“I feel like I have done something wrong in public, as if I’m robbing or stealing," she said.
"It is not easy to keep putting on and taking off my clothes (when competing)."
El Midany had a difficult preparation for her individual event on Saturday. Already competing in Ramadan, the Muslim month of fasting, she was affected by a high fever in the days leading up to the competition, and had little energy in reserve as she finished 12th.
“I was sick and dizzy," she said.
"After fencing, I felt like collapsing, and after the swim I was really tired.
“I never really thought of eating, but I thought of drinking because I’ve been perspiring a lot. While training I was fasting but when I was sick, I had to take medication so I did not fast.”
Midany, who goes by the name of Gigi, was much happier with her performance in Tuesday’s mixed relay event, where she and partner Illias Baktybekov of Kazakhstan finished in 15th place.
“It was really nice. I didn’t expect much of him in shooting and running. For fencing we did really well together,” she said of Baktybekov.
“He understands a little English. I know how to say ‘go, go, go’ in Russian, and he knows how to say ‘go, go, go’ in Arabic, so that was how we communicated.”
After making it to the end of her Games campaign, El Midany hopes she has provided motivation for young Muslim women who dream of becoming professional athletes.
“My family pushed me to continue the sport. If you were not good in a sport, families would usually tell girls to give up and continue in their studies because it is not easy in Egypt. I actually stopped one year of college to train," she said.
“I hope that I can be a good model and inspiration to them (Muslim girls in Egypt). I hope that they will continue in their sports and not stop competing.”