"Is that somebody throwing something at me?" Clinton said, surprised by the object that just flew past her at the Mandalay Bay resort. "Is that part of Cirque de Soleil?"
"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."
As the former secretary of state continued her speech, security took a woman into federal custody who admitted throwing the shoe. She did not share a motive.
Brian Spellacy, U.S. Secret Service supervisory special agent in Las Vegas, and Mark Carpenter, spokesman for the recycling institute putting on the convention, said the woman wasn't a credentialed convention member and wasn't supposed to have been in the ballroom.
Spellacy declined to identify the woman. It wasn't immediately clear what charges she would face.
Ilene Rosen, who was seated in the second row, said she saw the woman walk towards the front of the seating area, throw the shoe and papers, put her hands in the air and walk towards the back of the room, where security caught her.
One paper that was thrown was later given to a reporter by an attendee and 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.
Clinton has been recently traveling the country giving paid speeches to industry organizations, including one where she admitted she was considering running for president.
The Associated Press contributed to this report.