"I'm not going to even think about it till we get through this November 6 election about what's going to happen after that", she added.
"Look, if we're not able to rein him in, I think there will be wholesale firings, particularly in the Justice Department, perhaps including Robert Mueller", she told Swisher. Clinton failed to beat current President Donald Trump even though she had the full backing of the DNC, along with the party machinery, and was following on the coattails of a relatively popular Democratic president.
"Tweeps, simmer down!" Ms Swisher wrote on Twitter. However, Swisher incorrectly referred to Holder as New Jersey Sen. While many Indian immigrants in the United States run convenience stores, their portrayal has been under fire as a crude racial stereotype.
It is no secret Clinton may be mulling a third run for the Oval Office.
Amid a loud applause, she explained after a Democrat "hopefully" won the next presidential election, she would like lend her support and help out every which way she can, given her extensive experience of White House politics and the legislative.
Further, many Democrats who disapprove of Trump blame Clinton for his election. "That doesn't mean people don't think the world of her".
The joke was met with both gasps and laughter from the audience, with Clinton herself apparently much amused by her racially-tinged jest.
"There were no articles telling (former vice-president) Al Gore to go away or (former secretary of state) John Kerry to go away or (late senator) John McCain or (former Republican presidential nominee) Mitt Romney to go away", she said. "Either that, or she just can not let go of the spotlight".
"Mussolini says [in the book], 'When you pluck a chicken feather by feather, nobody notices, '" Mrs. Clinton recounted.
"I like her too, I'd be very happy with Hillary ..." "Well, I think we now notice".