The Democratic presidential nominee’s “knees buckled” as she left the event before it ended and was helped into a van.
Her campaign team later revealed she had been “overheated” but was now feeling “much better”.
US journalist Rick Levanthal of Fox News said: “She unexpectedly left early because of what appeared to be a medical episode.
“I have a law enforcement source who was there, who was 15 feet away form Hillary Clinton. He said she was standing on a curb with her protective detail waiting for her motorcade.
“They were surprised to see her because she wasn’t meant to be leaving yet.
“When it finally rolled up my source said she stumbled off the curb, appeared to faint, lost one of her shoes, which wound up under the van.”
She arrived at the event at 8.18am local time and left around 90 minutes later.
Mr Levanthal continued: “The protective detail helped her into the van and the van took off, presumably in the direction of the hospital.
“They grabbed her shoe, flagged down the rest of the motorcade and this was given to her protective detail.
“It’s not terribly hot today. It was certainly warm at the scene.
“But again, Hillary Clinton, who my source was 15 feet away from, said she appeared to be having some sort of medical episode.”
Journalists who attempted to follow her were barred from leaving the press area at the ceremony.
The Clinton campaign said she felt “overheated” but is now doing “much better”.
She was later pictured smiling and waving to photographers as she left the apartment following a short rest.
A statement released by the campaign said: “Secretary Clinton attended the September 11th Commemoration Ceremony for just an hour and 30 minutes this morning to pay her respects and greet some of the families of the fallen.
“During the ceremony, she felt overheated so departed to go to her daughter’s apartment, and is feeling much better.”