Harris, now vice president to Joe Biden, quickly retracted her statement after saying it.
My staff will handle it afterwards, she said, but the whole thing is still interpreted by analysts as a move to cater to the interests of the USA's millions of gun owners, while she works for stricter regulations on possession and measures against primarily the types of automatic weapons used in mass shootings.
It's not the first time she's reminded people that she owns a handgun.
Republicans and her opponent Donald Trump portray Harris as a major threat to citizens' freedom to own guns.
The event with Winfrey as host was held in one of the states, Michigan, where the battle for voters may be toughest. It was seen by around 300,000 viewers on YouTube but was also broadcast on other channels. Harris covered everything from economy to migration and abortion rights.