This is a rush transcript from "On the Record," October 12, 2009. This copy may not be in its final form and may be updated.

MARTHA MACCALLUM, FOX NEWS GUEST HOST: And it's time for you to go one-on-one with Floyd "Money" Mayweather. He is a six-time world champion boxer is five different weight classes and an undefeated 40-0 record.

Earlier Mayweather went "On the Record" with Greta. Take a look.

(BEGIN VIDEOTAPE)

GRETA VAN SUSTEREN, FOX NEWS HOST: Floyd. Thank you for joining us. I have a great first question for you. Are you ready?

FLOYD MAYWEATHER, BOXER: Absolutely.

VAN SUSTEREN: Do you ever wonder what it is like to lose?

MAYWEATHER: Well, I lost as an amateur fighter.

VAN SUSTEREN: But not as a professional, 40-0.

MAYWEATHER: As an amateur, 86-4.

VAN SUSTEREN: But as a professional it's been defeated, right?

MAYWEATHER: Absolutely. It's been 40-0, 25 knockouts.

VAN SUSTEREN: What is it?

MAYWEATHER: It's been 40-0, 25, knockouts.

VAN SUSTEREN: So don't you wonder what it's like to lose, ever?

MAYWEATHER: I try to focus on winning, winning only.

VAN SUSTEREN: Do you ever feel sorry for the other guy?

MAYWEATHER: No, because I am in the hurt business. I'm pretty sure he is trying to hurt me and I am trying to hurt him. So that comes with the territory.

VAN SUSTEREN: So you have no concept of what it's like to walk out the ring having lost?

MAYWEATHER: No, not since 1996.

VAN SUSTEREN: So what's it like to walk out after you've won.

MAYWEATHER: Great feeling.

VAN SUSTEREN: Does it ever get old?

MAYWEATHER: No. It feels better each time.

VAN SUSTEREN: It does? How does it feel?

MAYWEATHER: It feels tremendous, like you are on the top of the world. It is one of the best feelings in the world, to be in a world championship fight and be on that level of such high magnitude and everybody embraces you with so much love.

VAN SUSTEREN: It's like everything you touch is gold. You just had a big fight in Vegas, right?

MAYWEATHER: Yes.

VAN SUSTEREN: And a huge pay-per-view, big numbers.

MAYWEATHER: Yes.

VAN SUSTEREN: Any idea how much you generated in revenue from the pay-per-view?

MAYWEATHER: In the last three fights total, combined, over $300 million.

VAN SUSTEREN: You sound like members of Congress talking about the budget.

MAYWEATHER: It's still building.

VAN SUSTEREN: But you actually could pay for a health care reform if you do a few more pay-per-views.

(LAUGHTER)

MAYWEATHER: I give back to the American citizens. We like to feed the homeless and the families that are less fortunate and give back to the homeless youth.

So every week, me and my staff, the Mayweather staff and team Mayweather, we feed the homeless. We go down to the office and make sandwiches and make lunches, and we go feed the homeless every week.

VAN SUSTEREN: So you do a lot of good stuff.

MAYWEATHER: You have to.

VAN SUSTEREN: So why are you so good at this? What is it?

MAYWEATHER: I don't know.

VAN SUSTEREN: Why can't others do it.

MAYWEATHER: It's a God-given talent. I am truly, truly blessed, very, very smart fighter, smart individual inside the squared circle. And I picked the right team outside, so they conduct the business outside, I conduct the business on the inside, and when you bring the two together, that's what you get. You get crazy pay-per-view numbers and you get a mega-superstar.

VAN SUSTEREN: Leading up to this last fight in Las Vegas, you had 21 months hiatus.

MAYWEATHER: We call it two years.

VAN SUSTEREN: Two years. Why did you take off?

MAYWEATHER: I think my body just needed a chance to heal. I needed a chance to grow close, and not just [to] my mama and my children, but grow close to my loved ones that were around me.

Only the strong can survive, and we had a couple of bumps in the road in the past, but we kept on striving, kept working hard. And we are happy with where we are at today.

VAN SUSTEREN: Were you training during that 21 months -- two years, two years, I am sorry? You take that much time off, and then you come back, and then you have the fight like you did in September, and I would think you would have to be trained all along.

MAYWEATHER: Just played basketball, staying active, playing basketball, going to be fitness gym, just working out a little bit here and a little bit there.

But sometimes I would go to the boxing gym and work out. But taking two years off and coming back and fighting at such high magnitude, I'm happy that I went out there and perform the way I did, but I know I can get better. I know I can go out there and perform better.

So you know, next time, I have to go for the knockout.

VAN SUSTEREN: How about your "Dancing with the Stars."

MAYWEATHER: I loved it.

VAN SUSTEREN: You loved it?

MAYWEATHER: I loved it.

VAN SUSTEREN: Do you see Tom DeLay?

MAYWEATHER: No.

VAN SUSTEREN: You're lucky. He had these red pants that were terrible, it was horrible red pants. You're lucky you didn't have those pants.

(LAUGHTER)

But why did you love it?

MAYWEATHER: It was something different, going outside the box, do something different. Karina Smirnoff, she is an excellent person, a beautiful lady, and she's the best in the world when it comes to ballroom dancing.

VAN SUSTEREN: How does the training compare with "Dancing with the Stars" and boxing?

MAYWEATHER: There is really no contact like boxing. Boxing contact is crazy. That is the hurt business right there. That is the having fun business.

VAN SUSTEREN: Did you ever thing you would be that good at dancing.

MAYWEATHER: In boxing you have to dance on your toes sometimes.

VAN SUSTEREN: It's unbelievable that your career, where does it go from here? When your peak -- everyone keeps thinking you have peaked, but you keep winning.

MAYWEATHER: Where does it go from here, I think a reality show outside of boxing, because I look at myself as an entertainer, not just a fighter, but an entertainer, because I'm able to go to the WWE and do good numbers. Actually, the pay-per-view numbers in the sport of boxing, and movies, a lot of different things.

VAN SUSTEREN: You liked WWE?

MAYWEATHER: Loved it.

VAN SUSTEREN: Really? Why?

MAYWEATHER: It's something different. And it is all entertainment, and that is what it is about. With this country being in a recession and our country at war is still, the only thing that Floyd Mayweather is trying to do is make the American citizens smile.

VAN SUSTEREN: Well, it was great having you here and I hope you come back.

MAYWEATHER: Thank you so much. I really, really appreciated and I want to thank all the fans that went out and supported me on pay-per- view...

VAN SUSTEREN: I'll say. You got a lot of them.

MAYWEATHER: Yes, over a million. So all the fans went out and bought pay-per-view, Team Mayweather and Mayweather Promotions want to thank you, and next time you're looking for the knockout.

VAN SUSTEREN: And I think Congress should pay you to pay down the budget because of the numbers you generate.

MAYWEATHER: We generate numbers.

VAN SUSTEREN: Indeed, we are. Thank you very much, Floyd.

(END VIDEOTAPE)

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