"I particularly want white people to understand [that] they must be part of the solution," Clinton said in the online interview distributed by Apple Music. "Work with our police so they don't immediately draw the wrong conclusions, and…learn better ways to de-escalate tension rather than perhaps cause a death."
Blige preceded her conversation with Clinton by singing Bruce Springsteen's "American Skin (41 Shots)," a song about the 1999 police killing in New York City of Amadou Diallo, a 23-year-old immigrant from Guinea.
"You should have people respect the law, and the law should respect people," Clinton added.
In the most recent in a series of such incidents, Keith Scott, a 43-year-old African-American man, was killed by police in the US state of South Carolina on September 20. His death sparked five days of local protests against police brutality.