She came out of it, not by working harder - "I couldn't have worked any harder" - but working smarter, having extensive networks in her party and in the community who believed she was the person who could make a difference.
She made the comments in a wide-ranging interview with the Herald and responded to a proposition that the Labour Party hadn't got over losing her.
"There might be a bit of that because I was the longest serving ever leader for 15 years," she said. "In that sense it was always going to be a difficult act to follow."
In the end, you had to hand over to another group to take the cause forward "and that's not easy".
"I've been through nine years of opposition as well - I know how hard it is to claw back from defeat," she said.
"But what I do know is that the New Zealand Labour Party, like the New Zealand National Party, is a very strong brand. It has a corpus of ideas and political positioning and its day will come again. It's a question of what are the combination of circumstances that are going to make that possible."
Helen Clark resigned immediately after losing the 2008 election, having served as Prime Minister for nine years.
Phil Goff took over until he lost the 2011 election and was replaced by David Shearer, Helen Clark's successor in the Mt Albert electorate.
Mr Shearer has been dogged in recent months by poor polling, by criticism from commentators and whispers from within his own caucus.
Helen Clark is head of the United Nations Development Programme, overseeing a budget of $6.4 billion with 8000 staff operating in 177 countries.
Her visit coincides with a strong domestic focus on the intelligence services and a bill before Parliament to legally expand the powers of the Government Communications Security Bureau.
She talked about the use of intelligence in her own organisation, which has been the subject of terrorist attacks.
"I operate now in a world where, frankly, if my organisation had a little more intelligence, people wouldn't die."
In Mogadishu, Somalia, in the middle of June, there had been a threat to the UN and to UNDP compound.
"After three or four weeks nothing happened and people drifted back to work until the bomber drew up to the front gate of the compound, pulled his bomb, killed himself, blasted open the gate, seven assailants rushed in, started a killing spree, killed our young deputy operations manager who was on her first permanent job. And the three contractors she was talking to and four guards died in the fighting," she said.
"We were very lucky we didn't lose 70 people. Now, if we'd had more intelligence, maybe we would have been better prepared," she said.
"I do justify the SIS; I do justify the GCSB but I think in the light of 2013 it is also fair to ask the question 'are we giving the full protections to our citizens'?"