Gillard said unlike men who wore flat shoes, it was an occupational hazard for women wearing modest heals.
"I'm fine. For men who get to wear flat shoes all day every day, if you wear a heel it can get embedded in soft grass and when you pull your foot out the shoe doesn't come and the rest of it is as you saw."
She brushed off suggestions she could wear boots, saying that would lead to fashion critique in Australia about wearing boots with a skirt.
Gillard had earlier lost a shoe when she was being whisked from the Australia Day riot in Canberra in January.
