Hillary covers a wide range of topics, including the Lewinsky scandal. Clinton's husband, former President Bill Clinton, was impeached and subsequently acquitted in 1998 after his affair with Lewinsky came to light.
Clinton said it was "hard" to revisit the scandal for Hillary.
"As I said ... in [my book] The Book of Gutsy Women, staying in my marriage was the gutsiest personal decision I ever made," Clinton said.
"For me, revisiting that, talking about it -- for my husband, also, to agree to be in the film and then also to be asked -- made it a bit difficult, there's no doubt about it," she added. "But you couldn't actually do a film about my life and not cover something that everybody knew about."
Clinton said Hillary shows how some women didn't support her during the 2016 election because she stayed with Bill Clinton. She said some of the same women would also voice their love for her husband.
"It was a really emotionally draining experience to go through it again, but I have to say, once I saw the whole four hours of the documentary, I hope that our talking about this, my willingness to address all of this, really does help other people," Clinton said. "There are lessons -- lessons from my life, from our times."
"People need to be thoughtful about the decisions they make in their own lives, and we should be kinder and more supportive to everybody who makes the best decisions that they think they can make," she added.
Clinton previously told reporters that making Hillary was a "humbling" experience.
"There were a lot of humbling moments," she said. "One was the recognition that I have been often, in my view, obviously, mischaracterized, misperceived, and I have to bear a lot of responsibility for that."
Hillary is a four-part docuseries directed by Nanette Burstein. The series premieres March 6.