Meghan McCain says she was as surprised as anyone when her father, former U.S. presidential candidate John McCain, announced Sarah Palin as his running mate.

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McCain discussed on Tuesday's "The Tonight Show with Jay Leno" her reaction to her father's decision to run alongside the then-governor of Alaska on the GOP ticket during his 2008 bid for president. The younger McCain was on the chat show to promote her new book "Dirty Sexy Politics."

"(I heard the news about Palin) an hour before I went on stage with her. I think they were scared I would say something or whatever. Like the rest of the country, I had no idea who she was and I was actually crying on the bus on the way to the rally," McCain explained.

"And then I found out who she was, and I remember being on stage and distinctly thinking: 'God, let her not have any skeletons in the closet. Please God.' And if you see any video footage of it, I looked panicked."

Asked what her initial reaction was to the decision, she told Leno: "My initial reaction was, 'Who the hell is Sarah Palin?' Like everybody else."