"I always wanted to go to Yale," she chuckled during an appearance Monday on David Letterman's "Late Show" on CBS to promote her two new TV shows.
That was her coping mechanism during her five-month prison sentence for lying to authorities about a stock deal. She said she accepted the sentence instead of waiting for the appeal because she wouldn't have been able to do her shows with the uncertainty.
Stewart's new daytime talk show premiered last week and her prime-time role in "The Apprentice" begins Wednesday.
"Martha Stewart is with us tonight, and she's going to show us how to dig a tunnel with a melon-baller," said Letterman.
"You didn't visit me!" Stewart chided Letterman.
While the prison experience was "pretty horrifying," Stewart said it taught her how strong she was.
"I did not allow myself to get depressed," she said. "I did not allow myself to get down too much. I faced what I had to face. I lived through it, actually, with flying colors, if you can live through `Yale' with flying colors."
Stewart said she can't remember her first day at the women's federal prison in Alderson, West Virginia, at all.