This is a rush transcript from "The Kelly File," November 6, 2014. This copy may not be in its final form and may be updated.
MEGYN KELLY, HOST: May 2nd, 2011, was one of the high points of the Obama presidency. The president got to announce that Usama bin Laden was dead, shot in a daring raid. The White House leader revealing it was SEAL Team Six conducting that mission. The approval ratings on handling of terrorism went through the roof. CBS polling recorded 63 percent approval on terror and the weeks after that raid.
Flash forward about three years, 41 percent now say they approve of how the president is handling terror, 49 percent disapprove, a 22-point swing. In the exit polls on Tuesday when we asked voters how worried are you that there will be another major terrorist attack in the United States, 71 percent said they are worried.
And now, we are learning much more about that mission that took out the world's most wanted man. Next week, the Fox News Channel will air an exclusive two-part special on the warrior who killed Usama Bin Laden. The first and only time this Navy SEAL has spoken about the mission on camera.
Since we started promoting our broadcast, people have published a lot about the story. Some right, some full of misinformation. But tonight the reporter who scored this exclusive with this American hero is here.
Fox News correspondent Peter Doocy joins us now. Peter, great to see you.
PETER DOOCY, FOX NEWS CORRESPONDENT: Thanks, Megyn.
KELLY: What an incredible get for you. A young reporter here at the Fox News Channel with one of the biggest gets and one of the biggest stories we've seen during the Obama presidency. So congratulations to you first and foremost.
DOOCY: Thank you.
KELLY: Others have tried to jump on you, but I will ask you here on the Fox News Channel here tonight to reveal to the viewers the name of the Navy SEAL who shot and killed Usama Bin Laden.
DOOCY: Megyn, we spent a lot of time this summer with the man who killed Usama Bin Laden. And for the first time tonight, you're going to see a picture on the Fox News Channel of Rob O'Neill, there he is. There is a lot of stuff out there today as you said, some of it is true and some is not. We are the only ones he sat down with on camera.
And the story is so good, it's so compelling that we need two nights to tell everything. And they're still upstairs working on it right now. When you see it on Tuesday and Wednesday, you'll understand why it took so long to put this piece together. But we're all very proud of it.
KELLY: I have seen clips from this program, and I was in tears. I was unable to move in my chair. It was incredibly gripping. You get to know this man and his family in a way you feel like you are there. He takes you through it. I have to ask you, how did you get this? Peter Doocy, are you three years out of college? How many years out of college are you?
DOOCY: Like five.
KELLY: It's fantastic. How did you do it?
DOOCY: He and I met, we got connected through a third party. And over time, we developed a relationship. And this summer, something happened that we cover in the special where he decided, now is when I want to tell the story. And now is when I want to reveal myself.
KELLY: So there's been a lot of misinformation out there about this. Is the record set straight in this film -- in this piece?
DOOCY: What's really interesting as we have put this project together, there's so much stuff already. There have been movies, "Zero Dark Thirty," books, magazine articles, and some of the versions are different. And so we asked him about that, and he gave us the answer.
KELLY: One guy spoke to 60 minutes and he gave his account of how he supposedly shot bin Laden. And now this guy speaks to you and says he's the one who shot bin Laden. Do you press him on that? Do you present him with those conflicting accounts?
DOOCY: We asked Rob O'Neill why his version of the story is a little bit different than we heard before and he explains that in the special.
KELLY: There have been some SEALs who have been critical -- he spoke anonymously to Phil Brownstein a couple years ago but never on camera like he's going to do here on the Fox News Channel. There have been some SEALs who have criticized that saying you don't talk about the mission, period. Do you ask him about that?
DOOCY: We did. We asked him what his concerns were about a variety of different things, by coming forward for the first time in this very public place.
KELLY: Including whether he's afraid? You would think that would be a first instinct, is he afraid for himself and his family?
DOOCY: All that is in the special on Tuesday and Wednesday.
KELLY: All right, so it's Tuesday and Wednesday right after "The Kelly File," 10:00 p.m. Eastern time.
DOOCY: And it really is from the first minute you saw some of it from the first minute of night one to last minute of night two, it is the most compelling account that any of us have seen or heard of this amazing story.
KELLY: Congratulations on a job well done and great reporting, Peter.
DOOCY: Thank you.
KELLY: Very proud of you.
DOOCY: Thank you.
KELLY: Want to tell you, too, Peter will be back with us on Tuesday night, which is the first night that it's going to air, two parts, and that night we'll have some clips. So we'll give you a preview. And just set your DVRs now because you're going to want to sit down and watch this. If you're anything like me, you will not move from your chair.
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