Clinton Appears on "The Tonight Show"

"It is so great to be here, I was so worried I wasn't going to make it. I was pinned down by sniper fire," Clinton said after joining him onstage, referring to her claims since disputed that she dodged sniper bullets while arriving in Bosnia as first lady. Clinton later said she had "misspoke."

As she entered, Leno's band played the "Rocky" theme, jumping off her statement this week that she is the underdog in the Democratic nominating contest against Barack Obama, just like the fictitious boxer was against his opponent in the Oscar-winning movie.

"This has been such a mismatch of words and action," Clinton continued. "Obviously I've been so privileged to represent our country in more than 80 other countries, lots of war zones. I wrote about it in my book and obviously had a lapse. But here I am, safe and sound."

Leno asked how much sleep Clinton was getting. "Answering the phone at 3:00, that's gotta be tough," he joked, referring to her campaign commercials that ask which candidate would be the best prepared as president for middle-of-the-night emergencies.

"It happens every single night. Someone calls up and they have something to say. You've got to stop calling me," Clinton told Leno.

Clinton said she was proud of her daughter, Chelsea, 28, who has been campaigning for her. But she said her "stomach is in knots" most days thinking about what she might encounter each day. Chelsea Clinton has fielded some tough questions in recent appearances, particularly about her father's relationship with White House intern Monica Lewinsky. Her response has been that it's none of the questioner's business.

Asked about her daughter telling a voter that her mother might make a better president than her father, Bill Clinton, Hillary Clinton grinned and said: "She is such a smart young woman."

Leno also asked about moments during the campaign in which the former president has blown up at reporters and others.

"When you're supporting someone you love, you really do take it very much to heart," she said. "I said 'OK, honey, that's all right, we don't have to go get excited about it.' He's doing a great job for me but he does get a little carried away sometimes."