"I wasn't 100% sober," she said at an event with fellow Justice Antonin Scalia.
She said she "couldn't resist the fine wine" at the dinner which traditionally brings together some of the court's justices before the speech.
At 81, Justice Ginsburg is the oldest serving judge on the Supreme Court.
She was asked about the incident by the moderator at an event at George Washington University on Thursday evening.
Justice Ginsburg was repeatedly pictured slumbering in her chair as President Barack Obama addressed the joint session of Congress in the House of Representatives on 20 January.
"The audience for the most part is awake, but they're bobbing up and down all the time. And we sit there as stone-faced, sober judges. But we're not.
"At least I wasn't 100% sober when we went to the State of the Union," she said, provoking audience laughter.
Justice Ginsburg said she had vowed to stick to sparkling water after dozing at the speech in past years, but was unable to resist the lure of a "very fine California wine" brought by Justice Anthony Kennedy.
"In the end, the dinner was so delicious it needed wine," she said.
"Well, that's the first intelligent thing you've done," quipped Justice Scalia.
Former Justice David Souter used to give her a pinch when he spotted the warning signs in years gone by, Justice Ginsburg said, but the judges beside her this time were "more timid".

Chasing 268 in the first Test, Australia were all out for 161, their innings finishing with a record 154 consecutive deliveries without a run.
Australia - the world's top-ranked Test side - had a first-innings lead of 86.
But Kusal Mendis' superb 176 - his first Test century - and 5-54 from Rangana Herath proved decisive.
Australia captain Steve Smith made a gritty 55 before tail-enders Steve O'Keefe and Peter Nevill resisted for 178 balls, scoring four.
The second Test of the three-match series takes place in Galle, starting on Thursday, 4 August.
O'Keefe and Nevill's ninth-wicket stand came at just 0.13 runs an over, before debutant Dhananjaya de Silva had Nevill caught behind. The previous record for a partnership lasting 100 balls or more was 0.64 by South Africa's Hashim Amla and AB de Villiers against India last December.
Australia survived just 15 further deliveries before Herath claimed his ninth wicket of the match to secure Sri Lanka's first win over the Baggy Greens since 1999, and second in 27 attempts.
US Supreme Court Justice Ruth Bader Ginsburg has admitted there is a reason she was seen nodding off at the president's State of the Union address.
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Sri Lanka beat Australia by 106 runs in Pallekele to claim only their second Test victory over the tourists, who set a Test match record in defeat.