Updated

This is a rush transcript from "Your World," July 23, 2015. This copy may not be in its final form and may be updated.

NEIL CAVUTO, HOST: All right, now to one of those Republican presidential candidates, the slightly less vocal Louisiana Governor Bobby Jindal.

Governor, what do you make of all of this, and Trump at the border, and Trump creating a dust-up, and Trump taking all that oxygen out of your room?

GOV. BOBBY JINDAL, R-LA., PRESIDENTIAL CANDIDATE: Well, Neil, thank you, first of all, for having me.

I think the folks in D.C. and New York, the donors, the D.C. establishment, needs to just take a deep breath and relax. Look, democracy is messy, but it works. I think the voters are saying they are very frustrated. Republicans told them, give us the majority, they would stop this illegal amnesty, they would repeal ObamaCare, they would shrink the size of the federal budget. It hasn't happened.

I think they're looking for an outsider, a truth-teller. I think I'm the best qualified candidate. Obviously, I think I will be the nominee.  We have had a very good week, three polls showing that we're gaining ground in Iowa.

But when it comes to Donald Trump, what I guess the establishment doesn't understand, the more that they attack him, the stronger he gets.  He enjoys it when they attack him. They need to trust the judgment of the American people.

CAVUTO: He does seem to enjoy it. And he seems to always take offense. I was thinking at the start of the broadcast, when he told the one reporter, I have had -- I'm done with you, that, if you had a press conference -- let's say you were president -- maybe you do this as governor, though I somehow doubt it -- but where you don't like the reporter's questions, you all but tell them to shut up and go away.

JINDAL: No, I have not tried that technique. I have not tried that with the Louisiana or the national press corps.

But, look, at the end of the day, I think we have got to trust the judgment of the voters. Any donor or the GOP -- I read where the GOP was going to try to call him and try to get him to censor or dial back his rhetoric. That's not going to work. Let's let the voters decide.

CAVUTO: Yes, I agree with you. I think that's very stupid.

And I think -- one thing -- I think the mainstream media is doing this as well -- they're dismissing him or mocking him or laughing at him. The fact of the matter is, he is a very different phenomenon than a Herman Cain was four years ago or even Ross Perot was back in 1992.

I think there's some staying power there. And I think the media -- and I guess could I be guilty of this myself -- mistakes the messenger for the message. They don't like the messenger, but they assume people don't like his message. And his message on things like, as you point out, illegal immigration, that is resonating.

And I guess the question I'm asking, does it come to other candidates' detriment, like your detriment, and even get you pushed out of a debate?

JINDAL: Not at all.

So, Neil, we have done several town halls in Iowa. We have had standing room only. We have been to New Hampshire. Like I said, three polls showing we're gaining ground in Iowa, some of the largest improvements of any candidate in that state.

We still have more work to do, but I believe in getting in front of the voters. Look, the establishment doesn't understand. After the Supreme Court rulings on marriage and ObamaCare, there's a lot of anger in the country. They want to know, why can't we secure the border? They're angry about sanctuary cities. They're angry about the deficit. They want to repeal and replace ObamaCare.

They then hear guys like Jeb Bush saying, you have got to be willing to lose the primary in order to win the general. To them, to voters, what they hear is the establishment telling them, hide your principles, don't be conservative, try to get the left, try to get the media to like you. That is not what they want to hear. They want a real alternative to the Democratic Party. They know Hillary is still going to take us on the path to socialism. They want somebody who will challenge that, be honest with them, and be just proudly and boldly conservative, not trying to be cheap Democrats.

CAVUTO: Real quickly, his threat that he might run as a third-party candidate, what did you make of that?

JINDAL: I don't think he will do it. It would certainly be bad for us if he did.

But, look, Democracy and freedom have a way of working themselves out.  I trust the American voters much more than I trust the GOP establishment or the donors. Let the voters decide. They will make the right decision. I don't think they're going to vote for four more years.

CAVUTO: Governor, I will tell you, I know you're a Rhodes Scholar, but it doesn't take a Rhodes Scholar to figure that out. That's exactly right. Let the voters decide.

We in the media, everyone else who are sort of trivializing Donald Trump or any of you guys, voters will ultimately weigh in on this, and everyone else should shut up. Of course, I'm not a Rhodes Scholar. I said shut up. You didn't.

(LAUGHTER)

CAVUTO: Governor, thank you very, very much. Good seeing you again.

JINDAL: Thank you, Neil. Always great to see you.

CAVUTO: All right.

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