04/11/2008 05:12 am ET Updated May 25, 2011

Hillary Clinton With Jay Leno On Tonight Show: Enters To "Rocky" Theme, Jokes About Sniper Fire

Hillary Clinton hit the humor trail Thursday night by dropping in on the "Tonight Show" with Jay Leno. Though she didn't attempt to go joke-for-joke with Leno by dishing out one-liners like McCain and Letterman, Clinton did attempt to score with her own brand of funny. Entering to none other than the theme from "Rocky," Clinton quickly jumped into a gag about her recent historical embellishments: "I was so worried I wasn't going to make it. I was pinned down by sniper fire," she quipped before briefly discussing her 'lapse' with regards to her Bosnia memories. Leno, for his part, dropped in a joke about answering the phone at 3 a.m. before the conversation moved on to the election, Bill's temper, and Florida delegates.

Watch the clip.

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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."