Oprah asked Palin directly whether she wanted to get into the talk show business. Palin demurred and, according to audience members interviewed outside the studio, suggested she was considering the move. Palin did not give a direct yes or no answer.
In addition, at least one audience member noticed tension between Oprah and Palin.
Oprah " kept on her and on her," said Lauren Espie of Oprah's inquiries into Palin's plans to host a talk show. But Palin "bluntly never responded."
Palin's Oprah interview is scheduled to air next week. Palin's book "Going Rogue" will be on store shelves next week. Though it's typical practice for Oprah to give her audience parting gifts, no one at the interview taping received a copy of the book.
Oprah did tell her first studio audience of the day that she was excited about meeting Palin for the first time.
"Sarah is a pro. She's a pro and so is Oprah," said longtime Oprah pal and O Magazine editor Gayle King.
Oprah, who supported President Obama during his 2008 campaign, said last year she wouldn't have Palin on her show until after the election.
Palin's Chicago visit has also stirred controversy with local GOP candidates.