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"Terrifying, scary. It sounded like a gunshot. It sounded like a bomb went off," McInerney told NBC New York.
She said the incident was particularly terrifying because it happened on the 15th anniversary of the Sept. 11 attacks.
The video shows the shopper dump out her smoking purse and discover the culprit, the melted remains of her vape pen and its charred battery.
"I had a battery in this pocket by itself," McInerney told KTRK-TV. "It exploded through the pocket, charred everything, melted everything in the bag."
There were no injuries from the incident, but McInerney said the explosion destroyed her $1,900 Louis Vuitton Neverfull MM tote.