Oprah Winfrey had travelled to Copenhagen to support the last-minute lobbying for the games.
On Friday morning's show, Oprah talked about the loss and how she found out about it after leaving Denmark.
"I'm so glad I was not in Copenhagen at the time because I wouldn't have known how to hold my face. I would have looked like the people in Daley plaza. 'Huh?! What do you mean? Huh?!" Oprah said.
Oprah says Chicago did its best, and now it's time to be gracious. Oprah says she met the mayor of Rio de Janeiro during her visit to Copenhagen and says she will go to his city for the 2016 Games.