Clinton was seeing smiling and waving out to people outside her daughter Chelsea's apartment in the posh Flatiron building in the city.
Asked by reporters waiting outside if she's feeling better, Clinton wearing trousers and coat, replied, "Yes. Thank you very much," as she smiled and waved and got into her car.
During the ceremony, Clinton, 68, felt overheated so she was taken to her daughter's apartment in the city's posh Flatiron neighbourhood and her motorcade was seen outside her daughter Chelsea's apartment.
Clinton and her Republican rival Donald Trump had arrived separately at the 9/11 memorial in downtown Manhattan for the 15th anniversary commemoration of the 2001 terror attacks early this morning.
Several posts began appearing on Twitter that said Clinton had left the ceremony abruptly as the names of the victims of the 9/11 attacks were being read out.
The pool of reporters that travels with Clinton were not allowed to follow her and were prevented from leaving themedia area for a period of time.
Fox News had first reported that Clinton had a "medical episode" that required her to leave the 9/11 commemoration ceremony early.
Fox News quoted sources who witnessed the event as saying that the former Secretary of State appeared to faint on her way into her van and had to be helped by her security.
She was "clearly having some type of medical episode", the Fox News reported.
Clinton's stumbled off the curb, her "knees buckled" and she lost a shoe as she was helped into a van during her "unexpected early departure," a witness said.
Clinton campaign has been refuting allegations that her health is failing and has criticised Republican rival Donald Trump for parroting "lies" based on fabricated documents.
Trump had said at an election rally that Clinton "lacks the mental and physical stamina to take on ISIS".
Earlier this month, Clinton's opponents latched on to a coughing fit she had on a campaign trail to undermine her ability to lead the country.
Clinton was afflicted by an uncontrollable cough for several minutes which forced her to stop speaking during a rally in Cleveland.
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