Hillary Clinton has blamed her defeat in the US presidential election on interventions by the FBI director.
James Comey’s announcement of a new inquiry into her use of email while secretary of state shortly before election day had stopped her campaign’s momentum, Mrs Clinton said.
The Democratic candidate was speaking to top party donors in a phone call, which was leaked to the media.
Protests are continuing against the victory of her rival, Donald Trump.
About 2,000 people have been marching through the New York borough of Manhattan, to shouts of “not my president”, as they head for the skyscraper where the president-elect lives.
American cities have seen nightly protests by activists furious at the property tycoon’s controversial policies.
Mr Trump seems to be rowing back on some of his campaign pledges. Having pledged to scrap President Barack Obama’s healthcare law dubbed “Obamacare”, he now says he is open to leaving intact key parts of the act.
Asked whether he would implement a campaign promise to appoint a special prosecutor to investigate Mrs Clinton over her use of a private email server while secretary of state, he listed healthcare, jobs, border control and tax reform as greater priorities.
The Republican is due to be sworn in on 20 January, taking over from Mr Obama, who will have completed two terms in office.
Mrs Clinton, who served as Mr Obama’s secretary of state from 2009 to 2013, has been keeping a low profile since conceding victory on Wednesday.
On 28 October, Mr Comey informed Congress that the FBI was examining newly discovered emails sent or received by Mrs Clinton, thus reviving an investigation which had been completed in July.
Then, on 6 November, two days before the election, Mr Comey announced in a second letter that he was standing by his original assessment – that Mrs Clinton should not face criminal charges.
“There are lots of reasons why an election like this is not successful,” Mrs Clinton told the donors on a farewell conference call on Saturday.
“But our analysis is that Comey’s letter raising doubts that were groundless, baseless, proven to be, stopped our momentum. We dropped, and we had to keep really pushing ahead to regain our advantage.”
According to US media, she added that Mr Comey’s later recommendation that she should face no charges had energised Mr Trump’s supporters.
The New York marchers rallied in Union Square Park for the march to Trump Tower, from which the next president has been planning the transition to his inauguration on 20 January.
One organiser of the New York protest, Kenneth Shelton, told the BBC that it was not an attempt to challenge the legitimacy of Tuesday’s election. “We lost,” he admitted.
Placards at the demonstration express despair and anger, the BBC’s Paul Adams says.
One read “Trump: An American Tragedy” while the message on another read “Now We’re Your Nightmare”.
“We must unite despite our differences to stop hate from ruling the land,” organisers of the New York protest wrote on Facebook. Demonstrations in the city earlier this week drew thousands of people.
Demonstrations are also scheduled for Saturday in Los Angeles and Chicago. Earlier demonstrations in Portland, Oregon, turned violent and one person was shot but most rallies have passed off peacefully.
Thousands of demonstrators gathered on Thursday and Friday in the centre of Portland.
Some protesters smashed shop and car windows, threw firecrackers and set rubbish alight. Objects were thrown at the police, who responded with pepper spray and rubber baton rounds. Police declared a riot and made 26 arrests.
One man was shot on Friday. Police said he was taking part in a march across a bridge in the city. His injuries were not life-threatening, but his attacker is still at large.