"People are taking to the streets, pushing back against some of the more stringent restrictions in some states," Wallace said during the interview, which is set to air Sunday on Fox News Channel. "Can you understand why they're doing that?"
Pelosi responded: "No, not, not really because what we have to do is, is, is shelter in place. That is really the answer."
"Testing. Tracing. Treatment. Shelter in place. And I do think that it's unfortunate," Pelosi told Wallace. "But, you know, people will do what they do. But the fact is, we're all impatient. We all want out. But what they're doing is really unfortunate."
Around 22 million people filed for unemployment over the past month. Only essential businesses have remained open and operational during the various stay-at-home orders across the country, leaving many without work.
Protests have taken place across the U.S. the past week and on Saturday, with residents in several states calling for an end to respective stay-at-home orders.
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Fox News' Peter Aitken contributed to this report.