Mrs Clinton is on a speaking tour for her book 'Hard Choices'. In the book, she laments the "unfair double standard" women in public life face.
"Even leaders like former prime minister Julia Gillard of Australia have faced outrageous sexism which shouldn’t be tolerated in any country," Mrs Clinton wrote.
The pair met in Perth in 2012, with Mrs Clinton giving Ms Gillard advice to defend herself against sexist remarks.
"You've got to stand up to it and be clear about it and name it for what it is because the temptation is to say, 'Look this is so absurd, it'll die a death’, whereas these things unfortunately don't die a death," she said.
Ms Gillard recalled the event as a meeting of the minds in an interview with Anne Summers last year.
"We did have a discussion about where our media cycle was stuck then, which was this relentless opposition questioning about events the best part of 20 years ago," Ms Gillard said.
Hillary Clinton has also revealed she was asked to make a sexist attack against Sarah Palin during the 2008 US presidential election.
In an interview with NBC, she said Obama's campaign contacted her on the day Sarah Palin was nominated with a request to attack Palin.
"I said, 'Attack her for what — for being a woman? Attack her for being on a ticket that's trying to draw attention? There'll be plenty of time to do what I think you should do in politics, which is draw distinctions'," Clinton said.
'Hard Choices' is widely seen as laying the foundation for Mrs Clinton's run for the White House in 2016.
The book provides a glimpse into the last six years of her life, outlining the challenges she faced during her term as US secretary of state.
'We were not only dead broke, but in debt'
Mrs Clinton has also taken to the airwaves to clarify her earlier remark that she and her husband, Bill were "dead broke" when they left the White House.
"We had no money when we got there, and we struggled to, you know, piece together the resources for mortgages, for houses, for Chelsea's education. You know, it was not easy," she said.
After the comments drew charges of elitism and insensitivity to the plight of ordinary Americans, she followed up with a live Tuesday morning interview on ABC's "Good Morning America".
"Let me clarify that I fully appreciate how hard life is for so many Americans today," Clinton said on the morning show.
"We worked hard for everything we got in our lives -- and we have continued to work hard," she added.
"And we have been blessed in the last 14 years."
But she stressed that the Clintons were $12 million in debt after eight years in the White House, mostly due to high legal fees incurred by Bill Clinton in his impeachment defense linked to his affair with intern Monica Lewinsky.
"For me, it's just a reality what we faced when he got out of the White House, meant we had to keep working really hard," she said.
