The incident happened moments after Clinton took the stage Thursday at an Institute of Scrap Recycling Industries meeting at the Mandalay Bay hotel-casino.
Clinton ducked but did not appear to be hit by the object, and then joked about the incident.
Security ushered out a woman who said she threw a shoe but didn't identify herself to reporters or explain the action.
Authorities said the woman would be arrested.
The former U.S. secretary of state and Democratic senator from New York has been traveling the country giving paid speeches to industry organizations and appearing before key Democratic Party constituents.
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