"We’re not able to comment on the specifics of his departure, but we want to be clear about this: our respect and gratitude for everything Greg has given to KNBR, its listeners, and its team runs deep."
Baier and MacCallum have previously co-anchored Fox News election coverage and also moderated a town hall together with former President Trump in 2020.
After a report that nine Fox News employees have departed the company to follow Tucker Carlson was unveiled, Newsmax host Eric Bolling wasn't surprised.
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"Maybe you're a little bit irked by a couple of questions, but your overall sense was that you got a fair shake...I think that if I can get to that point, then that's a good thing."
The interview was contentious at times, with Trump mocking the decline of Fox News in the ratings to Baier, while Baier fact-checked Trump's claims about the 2020 election being "stolen" from him.