Clinton, speaking at an event focused on her faith at New York's Riverside Church, said she did not think she was going to lose heading into Election Day and was entirely thrown by the defeat. To get through it, Clinton said, she turned inward, relying on her "internal resources" and the support of her family and friends.
"I relied on several tools, one of which was prayer, and I was lifted up and blessed by a lot of people who sent me prayers, sent me spiritual readings," she said. "I also had the support of my family. ... My friends rallied around and were so supportive. I did some yoga. Tried alternative nostril breathing."
And, in a light moment, Clinton added, "Yes, I had my fair share of Chardonnay."
Clinton conceded to Trump early in the morning on November 9 and gave her concession speech before a tearful audience later that day in Manhattan.
Clinton said Thursday that she didn't feel the "whole weight" of the loss until she left that last event and was riding in her car with her husband, former President Bill Clinton.
"We were in the back seat of our car on the way back to our home," she said. "I couldn't speak, I couldn't really have any internal resources left."
She added: "Through it all, my faith was really holding me together in a very central way. It gave me a lot of courage to get up and keep going."
The former first lady is a deeply spiritual person, writing for decades that her faith is what helped her get through some of the most difficult moments in her life. Though Clinton usually keeps her faith private, during the 2016 campaign she routinely discussed her faith and beliefs.
Thursday's event was a fundraiser for Camp Olmsted, a camp for children run by the United Methodist City Society. Rev. Ginger Gaines-Cirelli of Foundry United Methodist Church in Washington hosted the event after Bill Shillady, Clinton's longtime spiritual adviser, bowed out of the event after he admitted to plagiarizing aspects of a book he wrote about the daily devotional he sent Clinton during the campaign.
Clinton is on the cusp of a book tour with her latest memoir, "What Happened," slated for widespread release next week. CNN purchased the book from a Jacksonville, Florida, bookstore earlier this week.
Clinton said Thursday that writing the book was "really hard" because it was "painful to relive" the campaign.
"It was excruciating to try to write it," she said. "Sometimes I would write a couple of pages and would literally have to lie down because it was so difficult. But eventually it became cathartic."
In a blunt moment during the appearance, Clinton reflected on her current state: "Yes, I am OK. But I am worried."
At Thursday's event, Clinton didn't name Trump but slammed his decision to end DACA, a program that had protected nearly 800,000 young undocumented immigrants brought to the US as children from deportation.
"You have to ask, where does that cruelty, that mean-spiritedness come from? It is not from the church, it is not from Christianity, it is not from people of faith," she said.
Asked about how Clinton's faith informs her public service, the former secretary of state took aim at people who believe Christians can only have one set of political beliefs.
"There is a large group of people with a very strong opinion that if you are a Christian, if you profess your faith, you can only have one set of political beliefs and if you deviate from those political beliefs, you somehow are not really a Christian," she said. "I reject that completely."
The former secretary of state said she has tried to have her faith "be integrated and to inform my public life."
Clinton concluded the evening, where she received multiple standing ovations from the supportive audience, by saying she is optimistic.
"That great arc of justice that we have tried so hard to follow with our faults and our setbacks keeps moving toward a better life, a better time, a better place, on this earth as well as after," she said.
By Dan Merica, CNN
Updated 0227 GMT (1027 HKT) September 8, 2017