This is a rush transcript from "On the Record," September 23, 2009. This copy may not be in its final form and may be updated.

GRETA VAN SUSTEREN, FOX NEWS HOST: Here in the United States, at the United Nations, giving a speech, but not everyone stuck around for the speech [by Iranian President Ahmadinejad]. Some just are sick of what he says.

Canada's foreign minister Lawrence Cannon protested the Iranian president, walking out on the speech. He joins us live. Good evening, sir.

LAWRENCE CANNON, FOREIGN MINISTER OF CANADA: Good evening to you.

VAN SUSTEREN: Sir, you walked out on the speech before it even began. Why did you walk out?

CANNON: We had signaled this. Prime Minister Stephen Harper, the prime minister of Canada, indicated earlier today that the outrageous statements by Iran's president, denying, of course, a holocaust, casting terrible aspersions against the state of Israel, the complete violation for human rights as we've seen Israel -- no, I'm sorry, as we've seen Iran over the course of the last several years, complete disregard for United Nations Security Council resolutions, prompted us quite clearly to not be in the same room with the Iranians while the president was making his speech.

And that is the reason why we left the General Assembly of United Nations while he was addressing them.

VAN SUSTEREN: Israel did not show up. They left before the speech began. You did too. The United States waited awhile. And I guess it's like what took us so long, because we certainly knew what he was going to say, and we certainly know his history.

You have any thoughts ...?

CANNON: Well, you know, from our perspective, we have looked at this Iranian leadership over the course of the last several years.

I will give you an example of what is now taking place. There is an Iranian-Canadian who works for "Newsweek" who actually is in jail in Tehran. He is there without any consular assistance from the government of Canada. His wife is back home in Montreal. She is with child, expecting a child very shortly.

For humanitarian reasons, we have asked the government of Iran -- I have asked their foreign minister -- asked that this individual be released. There are no charges pending against him, and yet they have refused to acknowledge that he is a dual citizen of both Canada and Iran.

And this is just another example among numerous examples of Iran's outrageous behavior.

VAN SUSTEREN: What do they say to you when you ask them, like, what about this man? Do they just sit and listen to you? What do they tell you?

CANNON: They are extremely -- they tell us that he was involved in a plot. He is a person that they deny, of course, Mr. Baheri's Canadian citizenship. These are the continual responses we get from this government.

So, you know, we decided to protest. We decided to protest by walking out on their president's speech and by alerting the world community to the behavior that Iran has undertaken over the course of the last several years.

It seems to us that as today President Obama was calling for a United Nations and emphasized on the "united," we all need to be able to come together and look at different ways to move forward.

Iran has to be able to do that. They have to wake up and get within the world community, move forward with the world community in lockstep and to be able to come to grips with horrendous and horrible abuses to human rights. And that is, you know, the whole issue that is before us.

VAN SUSTEREN: It seems like Canada may have taken a little bit tougher position having walked out before. And I might add I think the three Americans being held there, and plus last night we had on an American house wife whose husband is a former FBI agent, and she has no information about him, information we would love to have.

And many other friends, other nations, didn't walk out at all. So there were countries that stayed behind, were there not?

CANNON: I cannot tell you who stayed behind, because, obviously, I didn't take a count when the president started his speech. I immediately left the room. I am not in a position to tell you who stayed and who did not stay.

But I do of course sympathize with those American families who have loved ones who are in captivity in Iran having been charged.

I think that the world community needs to realize this, and we need to be able to speak out as forcefully as possible on this issue and condemning Iran for what they are doing, not only on human rights, but as I mentioned before, on their anti-Semitic behavior.

VAN SUSTEREN: Indeed, it is horrible anti-Semitic behavior. As I say, I do not know if he is delusional or just mean about the Holocaust, but either one is bad.

Anyway, sir, thank you very much for joining us.

CANNON: My pleasure. Thank you for having me. Good evening.

VAN SUSTEREN: Good evening.

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