The interview comes on the day Bolton’s controversial forthcoming memoir, “The Room Where It Happened,” is expected to hit stores.
Bolton claims in the memoir that President Trump once said reporters “should be executed” and even requested that his White House counsel contact the Justice Department to discuss whether jailing journalists would be possible.
Fox News has obtained a copy, but it has not yet been released and the Trump administration has taken steps to try to block its publication, claiming it contains confidential information.
The Justice Department is seeking an emergency injunction preventing the release of Bolton's book, saying he had deliberately bypassed the necessary classification review process and that his manuscript still contains classified information.
The president has slammed the memoir as “pure fiction” on Thursday and said his former national security adviser is “trying to get even” after he fired him from his post last year.
Fox News Channel finished May as the most-watched cable network for the 47th consecutive month and Baier's “Special Report” finished ahead of all non-Fox News cable news programs despite airing before the primetime window of 8-11 p.m.
Fox News’ Brooke Singman contributed to this report.