Fox News anchor Megyn Kelly said in an interview broadcast Sunday that there have been threats against her life since her hard-lined questioning of GOP presidential front-runner Donald Trump Donald John TrumpHR McMaster says president's policy to withdraw troops from Afghanistan is 'unwise' Cast of 'Parks and Rec' reunite for virtual town hall to address Wisconsin voters Biden says Trump should step down over coronavirus response MORE.

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"It's how he gins up anger among so many. So it manifests in my life in several ways," Kelly said during an interview with Charlie Rose on "CBS Sunday Morning." "It's not that I'm worried someone's actually going to come shoot me down. But I do worry someone's going to try to hurt me in the presence of my children."

During the first GOP debate in August, Kelly grilled Trump on past statements he's made about women. Since then, Trump has attacked Kelly on Twitter and during interviews with other cable news shows.

Trump has called Kelly overrated, crazy and average. His insults haven't gone without notice. Last month, Kelly's employer, Fox News, released a statement reaming Trump for his remarks, saying he has an "extreme, sick obsession with her."

"I think they're referring to the nonstop nature of it," Kelly said of that statement.

Just this Friday, Trump took to Twitter to unleash another tirade against Kelly.

"Is it possible for @megynkelly to cover anyone but Donald Trump on her terrible show," he tweeted. "She totally misrepresents my words and positions. BAD."

"If @megynkelly stopped covering me on her show," he said in another tweet, "her ratings would drop like a rock! My h to h interview with @AC360 beat her by millions!"

Despite the candidate's rough treatment of her, Kelly would still allow him on her show, she said.

"Absolutely," she said. "He does not have to apologize."

"And what would you say to him about it? 'Why?' " Rose asked.

"'Why,' " she responded. "That's what I really want to know. 'Why?' "