'About 6:30 this morning she called an old friend,' he said while appearing on 'The Steve Malzberg Show' on Wednesday.
'She was crying, inconsolably. She couldn't stop crying.
'Her friend said — her female friend from way, way, back — said that it was even hard to understand what she was saying, she was crying so hard.
'This is Hillary we're talking about.'
Klein did not reveal who her longtime female friend was during the interview, but he also revealed Clinton apparently blamed FBI Director James Comey for her stunning loss.
'Eventually her friend said she could make out that she was blaming James Comey, the director of the FBI, for her loss — and this I don't understand exactly — and the president of the United States for not doing enough,' Klein stated.