The Democrat appeared to stumble as she was escorted from the service in New York by her security team and led to her daughter's apartment, close to the ceremony. She emerged shortly after and told reporters she was "feeling great".
But a statement sent out by the official campaign has confirmed Clinton was diagnosed with pneumonia on Friday and placed on medication.
Dr Lisa Bardack, Clinton's doctor said: "Secretary Clinton has been experiencing a cough related to allergies. On Friday, during follow up evaluation of her prolonged cough, she was diagnosed with pneumonia. She was put on antibiotics, and advised to rest and modify her schedule."
She added: "While at this morning's event, she become overheated and dehydrated. I have just examined her and she is now re-hydrated and recovering nicely."
Her Republican rival, Donald Trump, has repeatedly raised question marks over the 68-year old's health during the campaign.
At an event last week the Democrat suffered a coughing fit while on the campaign trail in Ohio which left her struggling to finish a speech.