She was caught saying so while talking about treatment of Barbara Woodward, Britain's first female ambassador to China with senior police officer Lucy D'Orsi at a Buckingham Palace garden party on Tuesday, reported the BBC.
Queen responded "Oh bad luck" when she came to know that D'Orsi supervised the security during President Xi's visit to the UK in October last year.
Her conversation has gone public after Prime Minister David Cameron was caught saying Afghanistan and Nigeria were "fantastically corrupt".
The first state visit by a Chinese premier for 10 years was described by Queen as "a milestone in the unprecedented year of co-operation and friendship between the UK and China.
Both China and UK perceived the visit as highly successful.