"When you face dangerous situations like what is happening in North Korea, to make it clear, your first approach should always be diplomatic," Clinton said during an appearance on "The Late Show with Stephen Colbert."

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The former Democratic presidential nominee and secretary of State said she wished Trump had stressed diplomacy in his speech before global leaders at the U.N. headquarters earlier Tuesday in New York.

" 'We view this as dangerous to our allies, to the region and even to our country. We call on all nations to work with us to try to end the threat posed by Kim Jong Un,' and not call him 'Rocket Man' – the old Elton John song – but to say it clearly, 'we will not tolerate any attacks on our friends or ourselves,' " Clinton suggested Trump say.

"But you should lead with diplomacy," she added.

Trump referred to North Korean leader Kim Jong Un as "Rocket Man" during his U.N. speech and threatened to "totally destroy North Korea" if the U.S. is forced to defend itself or its allies.

“Rocket Man is on a suicide mission for himself and for his regime,” Trump told those gathered.

“No nation on Earth has an interest in seeing this band of criminals arm itself with nuclear weapons and missiles,” he added.