Secretary of State Hillary ClintonHillary Diane Rodham ClintonBiden slams Trump over golf gif hitting Clinton Overnight Cybersecurity: Equifax hit by earlier hack | What to know about Kaspersky controversy | Officials review EU-US privacy pact Overnight Tech: Equifax hit by earlier undisclosed hack | Facebook takes heat over Russian ads | Alt-right Twitter rival may lose domain 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."