Ms Harman, 71, spoke to GB News' Gloria de Piero for her Life and Times feature.
As the longest-ever continuously serving female MP in the House of Commons, she was dubbed the "Mother of the House" by Prime Minister Theresa May on 13 June, 2017.
But the Labour stalwart, who served as deputy leader of the party between 2007 and 2015, is not happy that a woman has never led them.
Pointing out that the Conservative Party have had two female leaders, Gloria asked Ms Harman why this hasn't happened with Labour.
Harriet Harman spoke to Gloria de Piero
GB News
She said: "Well, we’re not going to be having a leadership election any time soon, I’m strongly supportive of Keir Starmer, I want him to get elected and be Prime Minister.
"But, actually as and when we do in the far-distant future have a leadership election, it has got to be a woman the next time round because it’s just downright embarrassing that the Conservatives have had two and we haven’t even had a woman leader in opposition, let alone a woman Prime Minister.
"I think it’s partly because women in the Labour Party are more subversive than the women in the Conservative Party.
"The women in the Conservative Party tend to work with men without challenging them in quite the way we do."
Gloria then interjected: "Come on, Margaret Thatcher?"
Harriet called the Labour Party for embarrassing for not having a female leader
GB News
Ms Harman hit back: "Yeah, but she beat the men on their own terms.
"She didn’t change the agenda; she was like the best man there.
"Whereas we’re wanting the change the context and change all the organisation.
"And that is much more threatening to the organisation and therefore you build up more hostility along the way.
"I mean that’s the only sort of semi-reasonably pathetic justification for it, it’s just bad really.
"And we’ve got lots of excellent women who could step forward for being leader, as we have done for quite a few years.
"So yeah, like, next time. I’m always saying next time."
In the same interview, Ms Harman opened up about the death of her husband Jack Dromey.
In a heartfelt recollection of her time with her beloved husband, she said: “I’ve got children, I’ve got grandchildren, I’ve got my constituents….I’ve no option but to crack on.
"I know that’s what Jack would want.”