Hillary Clinton had a confession to make on Tuesday’s “Tonight Show”.

The former United States secretary of state appeared on the show alongside her daughter Chelsea to promote their new Apple TV+ show “Gutsy”.

Jimmy Fallon had the pair play “Mother Daughter Challenge”, with each taking turns to wear a pair of noise-cancelling headphones and guess what the other person had said.

Fallon asked Chelsea what her mom’s favourite karaoke song was, before he then asked Hillary for a crazy vacation story.

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She admitted, “We had a lot of, kind of crazy times. I’ll tell you, I hope she doesn’t remember this because it was pretty traumatic. We took her to Russia — Russia — when we went on a state visit when Bill was president.

“You know, there’s the formal goodbye, so Bill and I were ushered into the beast, the big limousine, to head to the airport, not knowing that we had left her behind.”

She went on, “I mean, can you imagine leaving my only child in the Kremlin, especially with everything that has happened?”

Chelsea, unsurprisingly, did remember the incident: “I feel like there’s a lot of shock over there,” before correctly answering: “When they left me in the Kremlin.”

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Elsewhere in the chat, Hillary and Chelsea discussed Donald Trump’s classified documents scandal, shared their support for Ukraine, and spoke about interviewing women from Megan Thee Stallion to Jane Goodall in their docuseries “Gutsy”.