Former Secretary of State Madeleine Albright Burns Conan O'Brien on Twitter

— -- Madeleine Albright proved to be a good sport when Conan O'Brien cracked a joke on Twitter that name-checked the former U.S. secretary of state.

On Thursday afternoon, the TBS late-night host quipped, "I picked out my Halloween costume. I’m going as 'Slutty Madeleine Albright.'"

Albright, 77, rose up to the challenge and tweeted a joke of her own, at O'Brien's expense, saying: "I'm considering going as hunky Conan O'Brien - but that might be too far fetched."

O'Brien got a kick out of Albright's response. He responded, "YES - My first twitter war with a former Secretary of State! You're next, George P. Shultz!"

Albright then made it clear that she's not one to be messed with: "Never get into a word war with a diplomat," she warned. "We talk even more than comedians."

For their complete exchange, see below.