US Democratic presidential nominee Hillary Clinton said on Thursday that her Republican opponent Donald Trump may have violated US law, following a news report that one of his companies attempted to do business in Cuba.

Newsweek reported that a hotel and casino company controlled by Trump secretly conducted business with Cuba that was illegal under US sanctions during Fidel Castro's presidency of the Communist-ruled island.

"Today we learned about his efforts to do business in Cuba, which appear to violate US law, certainly flout American foreign policy, and he has consistently misled people in responding to questions about whether he was attempting to do business in Cuba," Clinton told reporters on her campaign plane.

Clinton and Trump are in a close race ahead of the Nov 8 presidential election.

The Trump campaign did not immediately respond to a Reuters request for comment.

On Thursday, Trump said he took the moral high ground at the first presidential debate by not mentioning the infidelities of Hillary Clinton's husband, former president Bill Clinton. But he hinted at them, talked about them immediately afterward and then sent his campaign's top backers out to do the same.

"An impeachment for lying," Trump said Thursday at a campaign rally in New Hampshire, referring to the effort to remove Bill Clinton from office for lying about his affair with White House intern Monica Lewinsky. "Remember that? Impeach."

Newsweek, citing interviews with former Trump executives, internal company records and court filings, said the Trump company spent at least $68,000 for a 1998 trip to Cuba at a time when any corporate expenditure in the Caribbean country was prohibited without US government approval.

The Trump company did not spend the money directly, but funneled the cash for the Cuba trip through an American consulting firm, Newsweek said.

"The efforts that Trump is making to get into the Cuba market, putting his business interests ahead of the laws of the United States ... shows that he puts his personal and business interests ahead of the laws and the values and the policies of the United States of America," Clinton said.

Clinton was asked if she has an obligation to speak out if Trump brings up her husband's infidelities. Her answer was a terse "No."

Arkansas Attorney General Leslie Rutledge told MSNBC on Wednesday, "If we want to dig back through the '90s on comments made about women, we can certainly look to Secretary Clinton referring to Monica Lewinsky as a neurotic loony toon."