"But you should lead with diplomacy". As she points out to Colbert, new revelations continue to surface about how Facebook, for example, played a role in allowing Russian Federation to influence the election with misinformation.
During the conversation, Clinton also cited sexism, misogyny, the actions of former Federal Bureau of Investigation director James Comey, voter suppression and interference by the Russians as factors that contributed to how the election played out.
Watch more of Clinton and Colbert's exchange in the video above.
Bernie Sanders acknowledged Hillary Clinton's anguish in losing the election, but spoke of how important it was for her to stop looking at the past and concentrate on the future instead, as Huffington Post reported.
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Recently embarking on her book tour which critics branded "blame game", Clinton insisted her gender bothered Putin and made him "agitated".
Colbert then showed the picture to the audience where each butt cheek contained a letter of her campaign slogan.
"If they take up a collection and send me somewhere really nice, I might consider it", Clinton said. She seems very entertained by the surprise and accepts the glass - though it must be said that she didn't actually take a drink on camera.
After Clinton complained at a June conference in San Francisco the DNC's data was "nonexistent", "wrong", and "poor" - remarkable claims about the data that helped former President Barack Obama win two elections by sizeable electoral vote margins - former DNC staffers struck back.
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"Influencing voters, and therefore, influencing opinion", she said. "I mean, that is where we settle our political differences, and that's where it should be", she said.
She also lumped Putin's interference in the election with her work as USA secretary of state (2009-2013), which she said made her clash with Putin on numerous occasions.
"One of the things we were going to do that night to celebrate now that a women was in charge, is that we were going to have naked men on the stage", Colbert said while showing Clinton a picture of the men.
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