Megyn Kelly said Saturday that she thinks Russian President Vladimir Putin “has something” on President Trump Donald John TrumpBiden leads Trump by 36 points nationally among Latinos: poll Trump dismisses climate change role in fires, says Newsom needs to manage forest better Jimmy Kimmel hits Trump for rallies while hosting Emmy Awards MORE.

The host of “Megyn Kelly Today” recently sat down for an interview with Putin, and told MSNBC’s Chris Matthews that she thinks the Russian president “knows some things" that Trump would not want out in public.

In the interview, she confronted Putin about why Trump speaks so highly of him, and said she does not think the Russian president likes Trump.

“I would not say that Putin likes Trump,” she said. “I did not glean that at all from him. I did glean that perhaps he has something on Donald Trump."

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“I think there’s a very good chance Putin knows some things about Donald Trump that Mr. Trump does not want repeated publicly,” she added.

Kelly said that she doesn’t think Putin’s information has to do with the infamous dossier linking Trump to Russian nationals.

“My money’s not on the dossier,” she said. “I think it has to do with money and Trump’s early years dealing with the Russians back in the '90s, his facilities here in the United States.”

Special counsel Robert Mueller Robert (Bob) MuellerCNN's Toobin warns McCabe is in 'perilous condition' with emboldened Trump CNN anchor rips Trump over Stone while evoking Clinton-Lynch tarmac meeting The Hill's 12:30 Report: New Hampshire fallout MORE has reportedly been questioning witnesses about Trump’s business dealings in Russia as he investigates Russian interference in the 2016 election.

It was reported Friday that Mueller is also looking at a letter that Trump wrote to Putin in 2013, personally inviting him to the Miss Universe pageant in Moscow. That letter is the first known occurrence of Trump trying to personally reach out to Putin.