"I'm not going to keep talking. I'm not going anywhere," Clinton said.
Clinton's comments put to rest speculation she was considering a 2020 bid.
Three people told CNN in January that Clinton was telling people she had not closed the door to the idea of another presidential run. Robert Mueller, who is investigating Russian interference in the 2016 election and whether the Trump campaign was involved.
At the time, a close Clinton friend said it would be a big surprise to them if she launched a 2020 bid.
When you asked if she would consider running for governor, Clinton told News 12, "I don't think so," adding that she loves living in New York and is grateful for the time she spent as senator of the state.
The former secretary of state said, "What's the stake in the country?" She said the country has become "not just polarized, we've gotten into a really opposing camps unlike anything I've ever seen in my adult life."
Clinton said, "I'm thrilled by the exciting, dynamic women."
"I had a lot of them tell me that … my work, my run for president," she said.
Clinton said that "we have made a lot of progress, but we still have a long way to go," he said. "