Hillary Clinton is said to be "concerned" by the orientation of the United Kingdom.
Mrs. Clinton, a former US Secretary of State who lost Donald Trump's US presidential election in 2016, was in London Sunday night to launch a new book.
Speaking at the Southbank Center's Royal Festival Hall, she stated that she "had always admired Britain".
She added, "As a great admirer, I'm worried because I do not understand what's going on."
"In my own country too, I do not understand it.
"It's hard to know exactly where you're going."
As for next month's elections, she said: "We are really counting on you to get out of this situation in an intelligent, efficient and successful way, whatever the outcome."
But she also said she saw the United Kingdom "shrink" and "fall back on itself," adding, "Try to separate yourself from Europe at a time when democracies need to stand together, because we are really under pressure dictatorships and authoritarian regimes. "
"We have a president who admires dictators, takes help and does all kinds of crazy things.
"We need you to be the sensible member of this partnership in the future."
Ms. Clinton's new book was co-authored with her daughter Chelsea and titled The Gutsy Women's Book: Favorite Stories of Courage and Resilience.