The sit-down with Colbert is part of Maddow's media tour for her new book, "Blowout: Corrupted Democracy, Rogue State Russia, and the Richest, Most Destructive Industry on Earth," which currently sits at the top of Amazon's bestseller list following its release on Tuesday.

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"I have social anxiety. I don’t go out to dinner, so the answer is probably no just because of me,” Maddow told Colbert. “But I have a lot of respect for both of them. I mean ... you know when you have this kind of a job, it’s a small cohort of people who do this work.”

“When you’re up against others who do this work well. Doesn’t matter if they’re competitors, they’re the ones who know what it’s like to do this job every day 52 weeks a year," she continued.

"I have nothing against them personally," Maddow underscored before appearing to consider what a meal between the three would look like. "I don’t know what they eat. I doubt they eat the same things. They’re different guys.”

"The Ingraham Angle" was third with 2.629 million viewers, followed by "The Rachel Maddow Show" with 2.52 million viewers and Fox's "The Five" with 2.5 million viewers.