Megyn Kelly gives first interview since NBC exit: 'Nothing matters except' family

Megyn Kelly is focusing on family.

After a month of relative silence, the former "Today" anchor gave her first interview since her exit from NBC, sitting down for a conversation with DailyMailTV.

"My dad died ten days before Christmas 1985. He was 45 and I was 15," Kelly said. "It was a sudden heart attack, and it changed my family forever. My last sight of him was of him sitting on the couch, looking at the Christmas tree."

She continued, "What I wouldn't give now to have that moment back. To have just one more chance to tell him how much I love him."

The early loss of her father taught Kelly a lesson she holds onto more than three decades later: "Nothing matters except the people around the tree."

Her comments come one month after she criticized the Daily Mail for secretly taking invasive photos and videos of her husband and children.

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Megyn Kelly and husband Douglas Brunt together
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Megyn Kelly and husband Douglas Brunt together
NEW YORK, NY - MAY 24: Megyn Kelly (R) and Douglas Brunt attend New York Philharmonic's Spring Gala, A John Williams Celebration at David Geffen Hall on May 24, 2016 in New York City. (Photo by Kevin Mazur/Getty Images for New York Philharmonic)
NEW YORK, NY - MAY 24: Alec Baldwin, Hilaria Thomas Baldwin, Megyn Kelly and Douglas Brunt attend New York Philharmonic's Spring Gala, A John Williams Celebration at David Geffen Hall on May 24, 2016 in New York City. (Photo by Kevin Mazur/Getty Images for New York Philharmonic)
LOUISVILLE, KY - MAY 07: Novelist Douglas Brunt (L) and Fox News reporter Megyn Kelly attend the 142nd Kentucky Derby at Churchill Downs on May 07, 2016 in Louisville, Kentucky. (Photo by Frazer Harrison/Getty Images for Churchill Downs)
LOUISVILLE, KY - MAY 07: Novelist Douglas Brunt, journalist Megyn Kelly, Dannielynn Birkhead, and Larry Birkhead are seen around the 142nd Kentucky Derby at Churchill Downs on May 7, 2016 in Louisville, Kentucky. (Photo by Frazer Harrison/Getty Images for Churchill Downs)
NEW YORK, NY - MAY 02: Megyn Kelly (L) and Douglas Brunt attend 'Manus x Machina: Fashion in an Age of Technology' Costume Institute Gala at Metropolitan Museum of Art on May 2, 2016 in New York City. (Photo by Michael Stewart/WireImage)
NEW YORK, NY - MAY 02: Douglas Brunt (L) and Megyn Kelly attend the 'Manus x Machina: Fashion In An Age Of Technology' Costume Institute Gala at Metropolitan Museum of Art on May 2, 2016 in New York City. (Photo by Larry Busacca/Getty Images)
WASHINGTON, DC - APRIL 30: Douglas Brunt and Megyn Kelly attend the Bloomberg & Vanity Fair cocktail reception following the 2015 WHCA Dinner at the residence of the French Ambassador on April 30, 2016 in Washington, DC. (Photo by Dimitrios Kambouris/VF16/WireImage)
WASHINGTON, DC - APRIL 30: Douglas Brunt and Megyn Kelly attend the 102nd White House Correspondents' Association Dinner on April 30, 2016 in Washington, DC. (Photo by Larry Busacca/Getty Images)
NEW YORK, NEW YORK - APRIL 06: (L-R) Douglas Brunt, Megyn Kelly and Lloyd Grove attend The Hollywood Reporter's 5th Annual 35 Most Powerful People in New York Media on April 6, 2016 in New York City. (Photo by Neilson Barnard/Getty Images for Hollywood Reporter )
BEVERLY HILLS, CA - FEBRUARY 28: Douglas Brunt and Megyn Kelly attend the 2016 Vanity Fair Oscar Party Hosted By Graydon Carter at Wallis Annenberg Center for the Performing Arts on February 28, 2016 in Beverly Hills, California. (Photo by Karwai Tang/WireImage)
BEVERLY HILLS, CA - FEBRUARY 28: (EXCLUSIVE ACCESS, SPECIAL RATES APPLY) Douglas Brunt and Megyn Kelly attend the 2016 Vanity Fair Oscar Party Hosted By Graydon Carter at the Wallis Annenberg Center for the Performing Arts on February 28, 2016 in Beverly Hills, California. (Photo by Kevin Mazur/VF16/WireImage)
BEVERLY HILLS, CA - FEBRUARY 28: (EXCLUSIVE ACCESS, SPECIAL RATES APPLY) (L-R) Novelist Douglas Brunt, journalist Megyn Kelly, actor Bob Balaban, writer/producer Matthew Weiner and Linda Brettler attend the 2016 Vanity Fair Oscar Party Hosted By Graydon Carter at the Wallis Annenberg Center for the Performing Arts on February 28, 2016 in Beverly Hills, California. (Photo by Jeff Vespa/VF16/WireImage)
BEVERLY HILLS, CA - FEBRUARY 28: Novelist Douglas Brunt (L) and journalist Megyn Kelly arrive at the 2016 Vanity Fair Oscar Party Hosted by Graydon Carter at the Wallis Annenberg Center for the Performing Arts on February 28, 2016 in Beverly Hills, California. (Photo by David Livingston/Getty Images)
NEW YORK, NY - FEBRUARY 18: (L-R) Journalist Mark Leibovich, Douglas Brunt, journalist Megyn Kelly, and journalist Jim Rutenberg attend The New York Times Magazine Relaunch Event on February 18, 2015 in New York City. (Photo by Michael Loccisano/Getty Images)
NEW YORK, NY - FEBRUARY 18: Douglas Brunt and journalist Megyn Kelly attend The New York Times Magazine Relaunch Event on February 18, 2015 in New York City. (Photo by Neilson Barnard/Getty Images)
NEW YORK, NY - APRIL 29: Writer Douglas Brunt (L) and Honoree Megyn Kelly attend the TIME 100 Gala, TIME's 100 most influential people in the world, at Jazz at Lincoln Center on April 29, 2014 in New York City. (Photo by Larry Busacca/Getty Images for TIME)
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Kelly and her husband, Douglas Brunt, share two sons and one daughter, all under the age of 10.

Days into the fallout of her NBC ouster, Kelly criticized paparazzi, calling out the Daily Mail by name for "lurking" outside her home and following her kids to school.

"Finally today I took my kids to school. I went out alone first, offered them donuts and begged them to just take their pic of me and to leave my kids alone when they emerged," she tweeted. "All were nice. Except the Daily Mail."

The next tweet continued, "The Daily Mail first published photos of my husband IN OUR HOME and then did [photography[ my kids, trailed us to my daughter's school and secretly videotaped my 7-year-old child (her classmates too) and posted it. THIS IS NOT RIGHT."

NBC scrapped Kelly's "Today" hour on October 26. She's expected to receive a $30 million exit deal from the network.

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