Former US Secretary of State Hillary Clinton referred to Russia's meddling in the 2016 US presidential election as an "act of aggression", a media report said.

"I am deeply concerned about what went on with Russia," Clinton said on Thursday at the 'Women in the World' summit in New York. 

"A foreign power meddled with our election and did so in a way that we are learning more about every single day," CNN quoted Clinton as saying.

The Russian hackings, she said, appeared to be a "more effective theft than even Watergate (the major US political scandal that occurred in the 1970s)".

Accusing Russian President Vladimir Putin of wanting to "sow distrust and confusion, as well as influence, our election", the former presidential hopeful also said she supports an independent investigation into whether there was collusion between Moscow and President Donald Trump's campaign.

Russians "will be back time and time again" if the United States doesn't take bipartisan "action together to hold whoever was involved accountable," Clinton warned.

Thursday's address marked Clinton's first public interview since the November 8 Election Day, reports CNN.

In front of a packed auditorium at the Lincoln Centre, Clinton spoke about her life after the Election Day.

"The past few months have been filled with long walks in the woods, spending quality time with friends and family, and at times, convincing to get out of bed," she said.

"The aftermath of the election was so devastating".

"As a person I'm OK. As an American, I'm pretty worried," the former First Lady added.