This is a rush transcript from "On the Record," September 15, 2014. This copy may not be in its final form and may be updated.
GRETA VAN SUSTEREN, FOX NEWS HOST: Now we continue our interview with the parents of journalist James Foley, who was beheaded by the very vicious ISIS. Tonight, Diane and John Foley talk about first finding out their son had been kidnapped, the year they spent wondering, agonizing if James was even alive, and why James went to Syria in the first place.
VAN SUSTEREN: Talk about the danger. I mean, I imagine the family had some discussion about this or not?
JOHN FOLEY, FATHER OF JAMES FOLEY: We did. Stay home Christmas. He wanted to go back. I think he had some commitment that he felt he had to fulfill. Mom and dad, I will be home for Christmas and we can talk about it again.
DIANE FOLEY, MOTHER OF JAMES FOLEY: He was very aware of the risk though, Greta. And, as a matter of fact, some of his siblings were irritated with him.
JOHN FOLEY: Angry.
DIANE FOLEY: Angry is the word, angry. But I think as a family, we came to know the passion he had for this. I think the more -- as I was saying, Greta, the more suffering he saw, particularly civilian and, you know --
JOHN FOLEY: -- collateral damage.
DIANE FOLEY: Right, collateral damage, the more he felt compelled that the stories needed -- we people here in the United States have such a comfortable life and it's so easy to take our freedoms for granted. And here he would see these people without freedom and struggling so in the midst of it all. And he also saw that fewer journalists were going there because of the dangers. So, Jim was aware. Jim was very courageous and committed to that.
JOHN FOLEY: Yeah. Before his capture, he began to write about the radicalization of the Free Syria forces and the infiltration of the jihadist group. So he, he was concerned.
DIANE FOLEY: He knew it was getting more dangerous.
JOHN FOLEY: He was concerned.
VAN SUSTEREN: How did you find out he had been kidnapped?
DIANE FOLEY: One of his colleagues had been waiting at the Turkish border for him to return. It was the day after Thanksgiving. And we were concerned when we didn't hear from him on Thanksgiving because Jim always called or touched base the in some way. And she called us the next morning.
VAN SUSTEREN: Who took the call?
DIANE FOLEY: I guess I did.
VAN SUSTEREN: And she said what? Jim was supposed to meet me and he hasn't shown up.
JOHN FOLEY: Exactly. Actually, Claire Gillis drew the short straw. Claire was the young lady captured with him in Syria, so she called.
DIANE FOLEY: In Libya.
JOHN FOLEY: I'm sorry. In Libya. She called us, but --
DIANE FOLEY: But Nicole Tung (ph) was the colleague that was awaiting him. Claire knew us so she was good enough to call.
VAN SUSTEREN: So what did you do then? What do parents do when that happens?
JOHN FOLEY: Oh, God.
DIANE FOLEY: Well, we -- immediately -- we were in shock, of course, and started praying. We have been praying through this whole ordeal. I feel it was the strength of prayers of the world, really, that gave Jim the strength to survive the torture, beating, the whole ordeal.
JOHN FOLEY: We were very privileged to have Global Post security team to offer to look for Jim. Not every journalist has that option. They began the search.
DIANE FOLEY: Within two weeks after.
JOHN FOLEY: Within two weeks. And by that time, the -- his whereabouts was unknown or -- that's not true, his -- the people who were asked to know if they were knew where he was, were unable to tell us or just wouldn't tell us.
DIANE FOLEY: It was unknown. I think what happened was the freelancers were frantic. They are really quite a close community. There were a lot of them who loved Jim very much, as well as many Syrians. You know, and for those two weeks, when we had no FBI team, no security frantic team in, nothing, there was a lot of frantic searching and then rumors started circulating and, according to our security team, it did confuse the situation a lot. No one knew where he went. There was rumors everywhere. And then two weeks after FBI, apparently, I think went about two weeks as did the security team engaged them.
VAN SUSTEREN: Did you immediately notify the U.S. government when you got that phone call? How does this work?
DIANE FOLEY: We were notified by counselor affairs.
VAN SUSTEREN: So they called you. And this was how soon after Thanksgiving?
DIANE FOLEY: I don't know, maybe a day or two. I'm not sure if that's accurate. A lovely young lady, Carrie, who has become a friend, you know, called to let us know that they knew, and said that FBI would be involved.
VAN SUSTEREN: Did they know who was holding him? Had you heard of the name ISIS at that point or ISIL?
DIANE FOLEY: No.
JOHN FOLEY: I don't think there was an ISIL or ISIS at that point of any prominence. We are not world politicians or et cetera. We were unaware of ISIS or ISIL at that point.
DIANE FOLEY: Greta, we didn't know where Jim was or if he was alive for nearly a year from that capture. Our first news that he was hopefully alive was the following fall. So we did not know where he was.
VAN SUSTEREN: Now, your other son was on, coincidentally, with me in January. That was about two months after he vanished.
DIANE FOLEY: Um-huh.
VAN SUSTEREN: And at that time, nobody knew anything?
DIANE FOLEY: We didn't know.
VAN SUSTEREN: You hadn't heard anything from him?
DIANE FOLEY: Right. But that continued for that year.
VAN SUSTEREN: We, in the media, pick this up through these stories and -- but we don't understand what the family is going through because we do other things. Was it like, day to day, it was just incredible, like you are manning the phones and making phone calls or waiting for that phone call? What's it like during that year?
JOHN FOLEY: Well, I mean, we would make phone calls on a daily basis if we thought it made a big difference. You know, we worked with the FBI, we worked with the security team. There was no information. So we had to be, if you will, patient.
DIANE FOLEY: And that's --
DIANE FOLEY: Go ahead.
JOHN FOLEY: So we knew from the FBI that they were telling us that Jimmy's situation was the highest priority. They were doing everything possible to find him. But they couldn't tell us anything for, I guess, security reasons.
And our security team was actually busy. We had frequent calls from the CEO of Global Post giving us updates in terms of what was happening and not happening, what information we had. But, there was nothing. There was nothing to --
DIANE FOLEY: And you were told to not talk to the media at all.
VAN SUSTEREN: By whom?
DIANE FOLEY: FBI. We were counseled by them not to. So we were very quiet for the -- all through the holidays and everything, praying, trying to figure out what to do. Talking to the FBI agent who did come up here, and, as John said, the security team who was really working very hard to try to get leads, try to figure out all the rumors and follow all the leads. But then finally, at the beginning of the year, when Michael talked to you, Greta, when we decided as a family we need the help of the world. We had no idea where Jim was or if he was alive.
VAN SUSTEREN: So when was the first time that you had any indication that he was alive?
DIANE FOLEY: It was definitely the fall, late September, early October, we received a call from Belgium man. And our son, Michael, just thought it was just one of many people bothering us or whatever and -- but I was interested in it because I thought who knows?
JOHN FOLEY: We fired him -- Michael.
VAN SUSTEREN: Well, no. But Michael --
DIANE FOLEY: Michael just thought it was another, because we had a lot of false rumors. So many were false. But I talked to the man and he spoke reasonable English. And he said, "Our son," my son, "has seen your son. We want to tell you everything. We want to help you get your son out." His young son, Jeswin, a Belgium teenager, had joined the jihad, unbeknownst to his father, and gone through Syria. And he ended up, at one point, being one of the guards for our son. And Jim apparently had -- Jim had a way with young people and apparently they became friendly. Jim asked him if he ever got out to please let us know, and he did.
JOHN FOLEY: He decided to leave. Jeswin decided to leave the movement.
DIANE FOLEY: Well, his father -- yes, and his father was frantic, and was captured himself several times trying --
JOHN FOLEY: Trying to find Jeswin.
DIANE FOLEY: Trying to find Jeswin and finally bring him home, which he did succeed in. They were just wonderful. A very -- but, of course, he was jailed when he went to Belgium because he had joined the jihad. And, but -- yet, Jeswin and his father were cooperative to the FBI and gave us the first sign of hope, Greta, that Jim was alive. Barely, but he was alive.
VAN SUSTEREN: What did they say the condition Jim was in and what was going on with him?
JOHN FOLEY: Well, Jeswin said when Jimmy first got there he was emaciated. We don't know where he had come from. That's never been clear. But, over the time that he was there, the feeding improved, and Jeswin said that he really had regained weight by the time that he left. Jeswin had left.
VAN SUSTEREN: Our conversation with John and Diane Foley continues. You are about to hear their reaction to President Obama playing golf right after making a statement about their son's execution. That's next.
GRETA VAN SUSTEREN, FOX NEWS HOST: I think I have a pretty good idea of what you think, but what do you think the Foley parents think about President Obama making a statement about their son executed on video in the most hideous images seen by the world and then he heads to the golf course? We asked the Foley parents.
VAN SUSTEREN: You received a call from the pope?
DIANE FOLEY: We did.
JOHN FOLEY: We did.
VAN SUSTEREN: How soon? Was that the day that your news broke about your son?
JOHN FOLEY: No. It was a day or two, maybe the day afterwards. The pope was grieving himself from -- he had recently had a nephew who was in a terrible car accident. The nephew's wife was killed. Several of their children were killed. He had a brain hemorrhage and gone to surgery initially and had to go back. So in his grief, the pope called us to share his sympathy over Jim's death. And we were very, very grateful and honored. And I think that that shows that the pope is a real humanitarian, a real caring human being, like the rest of us.
VAN SUSTEREN: What did he say to you?
JOHN FOLEY: He said he is sorry for our grief. He is sorry that Jim was killed. He suggested that he was a martyr for freedom.
DIANE FOLEY: He said he would pray for us. He was just -- it was just very kind that in the midst of his grief that he would reach out to us, you know. That was a blessing, Greta. That was a blessing.
VAN SUSTEREN: The president called?
DIANE FOLEY: Oh, yes.
VAN SUSTEREN: The day the news broke the president called?
DIANE FOLEY: Not --
VAN SUSTEREN: Not the day?
JOHN FOLEY: No. The day after.
DIANE FOLEY: Maybe the day after or two. Maybe it was the day after. It could be.
VAN SUSTEREN: What did he say?
JOHN FOLEY: He said that he was --
DIANE FOLEY: Sorry.
JOHN FOLEY: -- sorry.
DIANE FOLEY: Sorry that he died.
JOHN FOLEY: There his condolences, and indicated they had done everything they possibly could to get Jim and the others out. He told us about the raid.
DIANE FOLEY: That's the first we had ever heard of it. And it was so late.
JOHN FOLEY: I actually told President Obama that Jimmy believed in him. He worked hard it to get him elected. He believed in him. And that he believed to the end that our government would come and get them.
VAN SUSTEREN: What do you think about that raid in July when they went to Syria and Jimmy wasn't there?
DIANE FOLEY: Well, we appreciate the effort. Certainly appreciate the courage of anyone going on such a mission. You know, we certainly appreciate that. It was too late, Greta, it was much too late. I really feel that -- well, we were hinted that they knew where they were for -- jeez -- at different times they knew just where they were. But it was dangerous mission, mind you. I'm not saying that we expected this huge military intervention. We just wanted somehow --
JOHN FOLEY: Might be a possibility.
DIANE FOLEY: Right. We thought it might be a possibility.
JOHN FOLEY: Like all Americans, we felt that our government would succeed at whatever it decided to do, and were certainly dismayed that the effort was unsuccessful.
DIANE FOLEY: Right.
VAN SUSTEREN: I suppose you know that many people were scandalized that the president gave his statement about your son and then, the next thing we have is a picture of him golfing. Your reaction to that?
DIANE FOLEY: Well, it was just -- you know, we were just disappointed as Americans, that's all. You know. We feel, you know, Americans should be important, you know, American citizens trying to do their work abroad. And we think our country can do better, that's all, Greta. I just think we can. Jim thought we could. So we need to believe that we can. So, we pray that we can -- that Jim's death will help us all do some soul searching as a country, as a government. As families, we need to, too. We need to see, to better articulate what we needed, if you will, because we can do better, Greta. I mean, you know, to be honest, you know, the other countries I visited when I was in Europe -- granted they are smaller countries, and so it's easier. Part of what is hard in our country is we are huge. We have got a big bureaucracy. Our country is -- our government is very complex. So it's really hard --
JOHN FOLEY: -- and many interest groups. Huge.
DIANE FOLEY: So, we -- even for -- the FBI agent who was working on our case didn't even know the State Department agent who was working on it. So it was just -- it's -- so it isn't anybody's fault. It's we want to be part of that solution. I think we can do better, Greta.