It was unclear where she was going or whether she had been discharged from the hospital, where she had been admitted for treatment of a blood clot behind her right ear.
Earlier, a State Department spokeswoman said Mrs Clinton – who had not been seen in public since December 7 – had been talking with her staff by telephone and receiving memos.
Spokeswoman Victoria Nuland revealed last night that Mrs Clinton (65) had been "quite active" on the phone with state department aides.
Mrs Clinton was admitted to hospital on Sunday and is being treated with blood thinners to dissolve a clot in the vein behind the right ear.
Doctors found the clot during a follow-up exam stemming from a concussion she suffered in early December.
Mrs Clinton's doctors said there was no neurological damage and they expect she will make a full recovery.
The concussion was itself the result of an earlier illness, a stomach virus she had picked up during a trip to Europe that led to dehydration and a fainting spell after she returned to the US.
Mrs Clinton's doctors said she would be released from the hospital once the correct dosage of blood thinners had been determined.
Mrs Clinton didn't suffer a stroke from the clot.
The popular secretary of state and former first lady had already planned to step down at the beginning of US President Barack Obama's second term, which begins this month.
Whether she will return to work before she resigns remains a question.
The clot is located in the vein in the space between the brain and the skull behind the right ear, the doctors said.