"That is not the way democracy works," Clinton said as she fielded apologies and questions Thursday from Jerry Simms, the outgoing chairman of the host Institute of Scrap Recycling Industries.
"People bring their beliefs and their concerns to the table, and work them through," Clinton said.
Meanwhile, a woman was taken into federal custody after admitting she threw the shoe. She didn't say why she did it.
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"Is that somebody throwing something at me?" Clinton said after the object flew past her on the stage at the Mandalay Bay resort. "Is that part of Cirque de Soleil?"
Most in the audience of more than 1,000 people understood the reference to the popular series of Las Vegas Strip shows featuring acrobats, magic and whimsy.
"My goodness, I didn't know that solid waste management was so controversial," Clinton laughed. "Thank goodness she didn't play softball like I did."
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Brian Spellacy, U.S. Secret Service supervisory special agent in Las Vegas, said the woman in custody was being questioned and would face criminal charges. Spellacy declined to identify the woman.
Spellacy and a spokeswoman for U.S. Attorney Daniel Bogden said it wasn't immediately clear what charges she would face.
A black and orange athletic shoe was recovered from the stage, Spellacy added.
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Ilene Rosen, the wife of a conventioneer from Denver who was seated in the second row, said she saw an orange object fly toward the stage from a side aisle and papers fluttering in the air.
Rosen said the woman had walked to a rope line within six rows of the front of the seating area, threw the items, turned around, put her hands in the air and walked up the aisle toward the back of the room. Security officers quickly caught up with her.
In the hotel hallway, the middle-aged blonde woman sat calmly on a sofa, wearing a blue dress and thong sandals. She said she threw a shoe and dropped some papers, but didn't identify herself to reporters or explain the action. Security officials then ushered reporters and photographers away.
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Spellacy and Mark Carpenter, spokesman for the recycling institute, said the woman wasn't a credentialed convention member and wasn't supposed to have been in the ballroom.
An attendee sitting near Rosen later handed a reporter a piece of paper that he said the woman threw. It appeared to be a declassified copy of a Department of Defense document labeled confidential and dated August 1967; it referred to a Bolivian Army operation called "Cynthia" in Bolivia.
The shoe-throwing incident reminded some of former President George W. Bush dodging two shoes thrown by an Iraqi journalist during a news conference in Baghdad in December 2008. Shoe-throwing is considered an insult in Arab cultures.
Clinton, the former first lady and Democratic senator from New York, has been traveling the country giving paid speeches to industry organizations and appearing before key Democratic Party constituents.
During a speech in San Francisco on Tuesday, Clinton said she was seriously considering a presidential bid and all it would entail.