Shepard Smith, one of the few anchors on Fox News willing to criticize President Trump, is leaving the network. Friday afternoon's edition of "Shepard Smith Reporting" was the last episode of the show. In a statement, Smith said that he recently asked Fox News to "allow me to leave" and "begin a new chapter."

"Recently I asked the company to allow me to leave Fox News and begin a new chapter. After requesting that I stay, they graciously obliged," Smith said in a statement.

A rotation of anchors will host during the 3 p.m. ET time slot until Fox News announces a new dayside program, the channel said in a statement.

Shepard Smith during his show "Shepard Smith Reporting," in New York, on Monday, January 30, 2017. Richard Drew / AP

Jay Wallace, president and executive editor of Fox News Media, called Smith "one of the premier newscasters of his generation."

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"His integrity and outstanding reporting from the field helped put Fox News on the map and there is simply no better breaking news anchor who has the ability to transport a viewer to a place of conflict, tragedy, despair or elation through his masterful delivery," Wallace said in a statement.

Smith was often critical of Mr. Trump on his show. In an August tweet, the president referred to Smith as "low ratings Shep Smith."