"He said if I get stuck for laughs, just brag about his accomplishments," Haley said. "It really killed at the UN, I got to tell you."
That was a reference to an embarrassing moment last month when Trump boasted in an address to the United Nations General Assembly that his administration had accomplished more in two years than "almost any administration" in American history, prompting laughter in the chamber.
Haley, who served as governor of South Carolina before joining the Trump administration, also recalled her upbringing as a minority in the Palmetto State.
"People always wonder if I felt different or isolated as an Indian American growing up in rural South Carolina. Actually, there was a benefit," she said. "It totally prepared me for being a Republican in New York."
Haley said she had seen Sessions, Trump's embattled attorney general, earlier in the day.
"Not in New York," she added. "I saw him on LinkedIn looking for a job. Actually, we both were."
She made note of another no-show at the dinner.
"Jeff Flake was going to be here, but he wanted to give the FBI a week to look into it," Haley said, referring to the senator's call for a week-long delay in the Senate confirmation process for now-Supreme Court Justice Brett M. Kavanaugh to investigate allegations of sexual misconduct when he was in high school.
Haley also said she is looking forward to Halloween, taking jabs at both Sanders, a self-described Democratic socialist, and Senate Majority Leader Mitch McConnell, a rock-ribbed conservative.
"I am still someone who gets very excited about Halloween," Haley said, "but in this toxic environment, even this causes political arguments. Bernie Sanders wants free candy for everyone. Mitch McConnell calls it a typical Democrat giveaway programme. The president says it's going to be the best Halloween ever - nothing like it ever before, huge!"
Speaking of her current job, which she plans to leave in January, Haley noted that many of the UN member nations are often angry with the United States.
"With all of our differences, there is still one thing that unites all 193 countries," she said. "At one point, every single one of them was paying Paul Manafort."
Manafort, Trump's former campaign chairman, who was convicted in August on tax- and bank-fraud charges, previously had a lucrative lobbying career representing foreign interests.
Amid the jokes, Haley, who still might have a political future ahead of her, also relayed a sobering message about the riled state of politics in the United States - which some interpreted as criticism of Trump.
"In our toxic political environment, I've heard some people in both parties describe their opponents as enemies or evil," Haley said. "In America, our political opponents are not evil. In South Sudan, where rape is routinely used as a weapon of war - that is evil. In Syria, where the dictator uses chemical weapons to murder innocent children - that is evil. In North Korea, where American student Otto Warmbier was tortured to death - that was evil."
"In the last two years, I've seen true evil," Haley continued. "We have some serious political differences here at home. But our opponents are not evil. They're just our opponents."
