Why haven't we captured bin Laden?

It is one of the most common questions CIA Director Michael Hayden gets asked, and one whose answer has eluded him in the 2 1/2 years he has headed the agency.

Hayden, now in the final weeks of his tenure at the CIA, told FOX News in an exclusive television interview that he decided to press his own sources for the best information available.

"[I asked] one of the best people we have, the head of our counterterrorism center, and I went up to him and said 'You know I get asked this question a lot ... help me here, why haven't we captured him?'" he said.

Hayden said he was not trying to trivialize the issue, but the answer he got was surprisingly simple. "He kind of leaned forward and said: 'Because he's hiding.'"

Usama Bin Laden is believed to be hiding in a region along the Afghanistan-Pakistan border — an area that offers some of the roughest real estate on the planet.

"One has to understand the circumstances and the vastness of the area in which we believe he was and is — the nature of that area," Hayden continued. "This looks simple in the abstract. It becomes hideously complex in the particular."

A message from bin Laden's released this week lacked energy. The crude audiotape that presented bin Laden's weakened voice over a still picture urged jihadists to support the Palestinians in Gaza.

As one analyst told FOX News, bin Laden sounded depressed and deflated. Hayden said it may be a sign of his isolation, and as bin Laden's first message in eight months, it is could also be a simple proof of life.

"I'm speculating," Hayden said, "but it feels that way to us, that [proof of life] was one of the purposes. And again as we go back, it's hardly an overconfident locker-room speech that ends with 'Send money.'"

Al Qaeda has faced a number of setbacks recently. Just last week confirmation came in that two terrorists wanted in connection with the 1998 U.S. embassy attacks in Kenya and Tanzania were killed in the same region where bin Laden is believed to be hiding. The strikes are part of a punishing missile campaign that intensified eight months ago, killing at least eight senior Al Qaeda leaders.

After years of strengthening its base in tribal areas of Pakistan, there are significant signs that Al Qaeda's grip is loosening, Hayden said. Those areas are now a very "unfriendly" place for them, according to the CIA director.

Al Qaeda are guests in the region and rely on the alliances with local tribal leaders to support them. Those alliances are now getting weaker with each strike. The cost in terms of human lives and damage is not worth it to the locals.

"It's changed the equation. It's changed the atmosphere there, and it's something that we at the Agency believe really has to continue," he said. And Hayden suggests the incoming administration should not relent in its pursuit of the enemy.

"It makes the West, it makes the world, it makes Pakistan safer, it makes Afghanistan safer — it makes the United States safer," he said.

Catherine Herridge is an award-winning Chief Intelligence correspondent for FOX News Channel (FNC) based in Washington, D.C. She covers intelligence, the Justice Department and the Department of Homeland Security. Herridge joined FNC in 1996 as a London-based correspondent.