MACCALLUM: I also want to get your thoughts -- at the very beginning of the interview, I appreciated that you took a moment to thank him, and to thank the administration, for some help that they gave us at Fox News in helping two of our colleagues, Greg Palkot and Olaf Wiig, and the whole thing kind of reminded me too of that moment, way back, when they talked about the fact that Fox News wasn't a news organization. And clearly we were treated in a very respectful way in this whole thing. I just wanted to get your thoughts on all that.

O'REILLY: Well, look, you have to understand that interview that we did yesterday was the most widely viewed interview of all time, because of the Internet -- you know, the moment it was done it was all over the world, everybody was looking at it. And I wanted people who don't know Fox News, and all they hear about is the liberal media defining us, to know that we don't have any personal animus against the president of the United States -- and he did, and Robert Gibbs and the State Department did really, really good work in helping Palkot and Wiig. That's the truth. So why not say that?

And why not say that to him? And I wanted him to get the message that, look, we're not out to hurt you. We the network. There might be guys like Hannity and Beck who really feel that you're not a good president and your policies are destructive. But we have other people on the staff who feel the opposite.

So, yes, Fox News is skeptical of President Obama, more so than the liberal networks, of course. We're not personally invested in hurting him and I think that that statement up top was true. It needed to be said. It was in the context of the event, and I'm glad I said it.