This is a rush transcript from "On the Record," May 31, 2016. This copy may not be in its final form and may be updated.
GRETA VAN SUSTEREN, FOX NEWS HOST: This is a "Fox News" alert. A dire travel warning from the United States State Department.
Americans are being warned if you are headed to Europe this summer, be on alert for the risk of terror attacks. There are major events that could be targeted.
In France, June's European soccer championship and July's Tour de France will take place. Now this travel warning to Americans come in just months after the deadly Brussels terror attacks and the Paris terror attacks that began outside a packed soccer stadium.
Joining me is Alabama United States senator, Jeff Sessions. He is Donald Trump's national security adviser.
Senator, how would a President Donald Trump do with these threats and new warnings we are hearing from the State Department today?
SEN. JEFF SESSIONS, TRUMP NATIONAL SECURITY ADVISER: Well, a big part of the reason --
VAN SUSTEREN: I'm sorry, I should say good evening, too.
SESSIONS: OK. Well, a big part of the problem is this massive flow of illegal immigrants into Europe, mostly from areas where we have too much terrorism.
And President Trump, if he is elected, will take strong steps on that to ensure that people who come to our country are properly vetted.
Most of the people in Europe now, well over a million are young males and no way they have been vetted. They are coming in like we have people coming across the border with no real ability to evaluate their background or danger.
VAN SUSTEREN: All right. What would you do about this -- I mean, a lot of these people are fleeing just incredible, horrible situations. I have been to Iraq. I have seen the refugee camp there. People flowing out of Syria. I have seen how utterly horrible these refugee camps are. They are running for their lives.
I mean, the horrible things are happening. But now we are where we are. Many of them have been relocated in the continent of Europe. Some are coming here.
What do you do now? In light of where we are right now in time. What would you do? Or what should Donald Trump do?
SESSIONS: Well, we've got to -- what the United States should do and Europe should do is make clear that people will not be allowed in their country illegally. And then I think the world does have a duty to see what can be done to create better and more refugee areas.
I really believe we can create safe zones in Turkey, in Syria, where people can live safely there, close to their homes, so they can be returned as soon as possible.
It just cannot be the policy of the United States that when there is a war torn area, everybody is entitled to come here.
We can do better. We should have already done better. And the instability in Syria, frankly, this is the biggest part of this with millions of refugees, big part of that was poor policy by Clinton, Obama administration that led to this.
VAN SUSTEREN: All right. And create a safe zone would have to necessarily mean a commitment of troops. Because it would be incredible operation.
Is that something you would advise Donald Trump to do?
SESSIONS: Well, I have talked to the Defense Department about that. And they have not reached a decision on what to do in that regard. We could get troops from the region. I think that would be very possible. We wouldn't have to carry the whole load at all. But I do believe that creating a safe zone is critical. I mean, Europe cannot receive millions and millions more refugees. It's already causing this danger zone. Crime is up dramatically. Protests are up all around. It's very destabilizing to Europe.
The right thing to do is to create safe zones there. Make them work and try to end the war as soon as possible so stability can return and people can return.
VAN SUSTEREN: It's a terrible situation for so many millions. Anyway, senator, thank you, sir.
SESSIONS: Thank you, Greta.