The Canadian singer-songwriter told a press conference in Sao Paolo, Brazil, that she had been drinking before making the slip.
"I don't remember saying that. I think I was drunk," she told journalists.
Morissette had put on what critics described as a "dazzling" show for 14,000 fans in Lima on Sunday.
She is touring South America promoting her latest album Feast on Scraps.
Morissette, 29, sporting a new short hairstyle, said: "I usually tend to babble and that ("thanks, Brazil") must have slipped out on Sunday. But really, I am very happy to be here again."
Critics made light of her gaffe and praised the show.
"These are mistakes, that have already been forgiven after a magical night on which we witnessed a true rock star," said a review in a local paper.
Morissette's appearance, the only one she made in Peru, was described as "the first time a current international pop star has set foot in Lima".
Headlines in Monday's papers included: A monumental concert, Alanis rocked Monumental and The new spirit of Alanis Morissette.
The singer, who has sold 40 million albums, was invited by TV Globo in Brazil to record a scene in the soap opera Celebridades (Celebrities).
"I am very nervous," she said. "I don't know exactly what to expect, or how big my part will be, but anything that gives you that kind of exposure or participation is welcome."