Secretary of State Hillary ClintonHillary Rodham ClintonTech titans make pilgrimage to Trump Tower Schumer puts GOP on notice over ObamaCare repeal Priebus to ethics chief: 'Be careful' MORE said Sunday that she supports an investigation by the United Nations of the circumstances surrounding Libyan dictator Moammar Gadhafi's death.

Speaking on Fox News Sunday, Clinton said such an investigation would help establish democracy in the North African country. Video released last week shows that Gadhafi was alie when captured by Libyan rebels. 

"From my perspective, such an investigation would be very important to establish accountability, rule of law and pave the way for the inclusive democratic future that the Libyans tell me that they want," Clinton said.

She also said that the Libyan rebels should return Abdelbaset al-Megrahi, the man responsible for the 1988 bombing of Pan Am Flight 103, to the Scottish prison he was released from.

"Absolutely. I thought he never should have been released in the first place," Clinton said. "That is only the appropriate outcome of what was a miscarriage of justice in my view when he was released."