"Was that somebody throwing something at me?" Clinton asked. "Is that part of Cirque du Soleil?
The woman was quickly taken into custody, according to AP. But she has yet to be publicly identified.
If it was a shoe, this isn't the first time a major U.S. politician has had footwear thrown their way. George W. Bush had a pair thrown at him during a visit to Iraq in December 2008.
Updated at 11:03 a.m. Friday.