Politico said the event Tuesday at the McCain Institute for International Leadership was closed to the news media, but it had obtained an audiotape made by someone in the audience.
"Some people say, 'Okay, see what a big mess it is? Stay out!' I think that's a big mistake. I agree with you about this," Clinton told McCain, R-Ariz. "Sometimes it's just best to get caught trying, as long as you don't overcommit -- like, as long as you don't make an improvident commitment."
Clinton avoided commenting on foreign affairs while his wife, Hillary Clinton, was secretary of state. She backed a plan put forward by former CIA Director David Petraeus to supply arms to a group of moderate Syrian rebels that was shelved after Petraeus's resignation.
Syria resembles Afghanistan in the 1980s, Clinton said. He said President Ronald Reagan was right to arm rebel groups, leading to the overthrow of a Soviet-backed government, but should have remained in Afghanistan to help the country stabilize.
Clinton said the Syrian situation is not that of Iraq and Afghanistan post-2001.
"My view is that we shouldn't over-learn the lessons of the past," Clinton said. "I don't think Syria is necessarily Iraq or Afghanistan -- no one has asked us to send any soldiers in there."
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