Hillary Clinton sat down with shock jock Howard Stern for the first time ever on Wednesday, fueling speculation that she could launch another White House bid while making headlines on everything from her sexual preferences to how she felt during President Trump’s inauguration.

The failed 2016 Democratic presidential nominee told Stern that watching her political nemesis get sworn in was painful but she felt an obligation to attend as a former first lady.

“I went to the inauguration of Donald Trump, which was one of the hardest days of my life,” she said. “Obviously I was crushed, I was disappointed and I was really surprised because I couldn’t figure out what had happened.”

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The interview was a coup of sorts for Stern, who had written in his most recent book, “Howard Stern Comes Again,” earlier this year that he regretted not being able to book Clinton as a guest in the past. Stern told Clinton that she would have been a “spectacular” president.

While Clinton, 72, has downplayed chances of a 2020 run, she has not ruled it out in recent interviews. New York Post columnist Maureen Callahan argued that Clinton’s appearance on Stern's show was the “strongest indicator yet“ that the former first lady is pondering a 2020 rematch.

“Stern publicly begged Hillary to appear during the 2016 campaign. After Donald Trump won, Stern said one guest shot could have moved the needle her way,” Callahan wrote. “One can only ask: Why now, if she has no plans to run yet again?”

The Drudge Report even included Clinton in a poll asking who readers feel will be the 2020 nominee on Thursday following her appearance on Stern.

Clinton said Trump was surprised that he pulled off the upset on Election Day back in 2016 and could “barely talk” when she called him to concede.

“He was more shocked than me, I think,” she said.

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Political satirist and columnist Tim Young, who recently dared Clinton to run again, thinks that she is “bored and loves the attention” but “knows” she would lose a rematch despite the high-profile media appearance.

“If not, she would have already declared that she's running. I would say never say never on her, but… Hillary has to know after her live tour failed that no amount of national media, including Howard Stern, can help her win an election,” Young told Fox News.

Much of the interview focused on the 2016 election and at one point Stern said he wished she would have embarrassed Trump when sharing debate stages by asking him to point out specific countries on a map.

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“I had this fantasy,” Stern said as Clinton cackled before declaring that she won the debates.

“It no longer matters as much,” she said of debate victories. “That’s what bothers me.”

Stern told Clinton she was “too nice,” while she said she had to show restraint because she is a woman.

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“Suppose I had turned around and said, ‘Back up you creep, you’re not going to intimidate me,’ the headlines would have been ‘lost her calm,’ ‘switches into being angry,’” she said.

Trump wasn’t the only Republican whom Clinton criticized during her SiriusXM interview, as she also took a shot at Sen. Lindsey Graham of South Carolina.

“I traveled with him, because he was a very good buddy of John McCain, who I admired and liked enormously, so I traveled all over the world with McCain and Lindsey, and other senators, and Lindsey was good company, he was funny, he would be self-deprecating. He also believed in climate change back in those days,” Clinton said before Stern chimed in.

“Has he sold his soul to the devil?” Stern asked.

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Clinton responded: “I don’t know the answer to that, I think that’s a fair question. I don’t know what’s happened to Lindsey Graham... It's like he had a brain snatch.”

Clinton also said Sen. Bernie Sanders of Vermont contributed to her general election loss by not endorsing her quickly enough once she emerged as the Democratic nominee.

“He hurt me, there’s no doubt about it,” Clinton said. “And I hope he doesn’t do it again to whoever gets the nomination. Once is enough.”

Like most Stern interviews, various sex-related topics were brought up over the course of the conversation. Clinton explained that she was in love before meeting Bill Clinton, denied rumors that she is a lesbian and even detailed her first date with her future husband.

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“I dated a lot of different people and I liked a lot of them,” she said of her past romances. “I was pretty popular... boys were not my problem.”

The former secretary of state said she “played a little hard to get” on her first date with Bill Clinton, but he eventually impressed her with access to a closed Mark Rothko art exhibit.

“What an operator this guy is,” Stern said of the former president.

At one point, Stern asked if she had ever engaged in a “lesbian affair.”

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“Never, never, never,” Clinton answered. “Never even been tempted, thank you very much… contrary to what you might hear, I actually like men.”

Clinton spoke with Stern as part of the promotion of her book, “Gutsy Women,” co-written with daughter Chelsea Clinton – but Callahan thinks she has an ulterior motive.

The New York Post columnist noted that Clinton told Stern she will support whichever Democrat can beat Trump in 2020, adding, “It sounds like she thinks that’s her.”

Fox News’ Dom Calicchio contributed to this report.