U.S. Ambassador to Libya Christopher Stevens and members of his staff died after militants attacked the consulate in Benghazi last week.
Clinton said federal investigators were in Libya examining the incident.
"The FBI is now in Tripoli to join the investigation with Libyan officials and there is nothing more important to us than ensuring the safety of our American representatives worldwide," she said in a statement.
Military group Ansar al-Sharia was suspected of having a role in the attack. In an interview with the BBC, Ansar al-Sharia commander Mohammed Ali al-Zawawi denied responsibility for the attack but didn't condemn the death of Stevens during the incident.
He said his group was seeking to establish Islamic law and was wary of U.S. ambitions in the region.
"The crusaders want to occupy our countries and act as our guardians," he said. "They do not respect our sovereignty."
He stressed his group wasn't tied to al-Qaida, though he expressed strong support for its leader, Ayman al-Zawahiri.
The Libyan government said several people were arrested in connection to last week's attack.