Clinton, who has been giving paid presentations around the U.S. to industry organizations, was speaking at an Institute of Scrap Recycling Industries meeting at the Mandalay Bay Hotel-Casino when the incident occurred just moments after the 66-year-old politician took the stage.
The former secretary of state managed to dodge the shoe and seemingly took the unexpected event in stride as she later joked about the occurrence.
"What was that a bat? Is that a bat?" she said as a blond-haired woman walked out of the room with her hands in the air. "Is that somebody throwing something at me? Is that part of Cirque du Soleil?"
She added: "My goodness, I didn't know that solid waste management was so controversial. Thank goodness she didn't play softball like I did."
The woman, who claimed she threw a shoe, was quickly escorted out of the building although she did not explain the reasoning behind her actions.
Authorities said the woman, who did not identify herself to reporters, would be arrested.
This isn't the first time a politician has made headlines for a shoe-throwing incident. George W. Bush famously dodged not one but two shoes which were thrown at him by an Iraqi journalist back in 2008 during a press conference in Baghdad.