INTERNATIONAL NEWS - Ms Kelly said Mr O'Reilly's suggestion that nobody had complained about his behaviour at Fox was "false". "I know because I complained," she said.
Mr O'Reilly retorted: "I don't know why [Kelly] is doing what she's doing. I've helped her dramatically in her career."
Mr O'Reilly has denied any wrongdoing.
In an interview with radio host Glenn Beck on Monday, Mr O'Reilly said he had "never had a problem" with Ms Kelly.
"When she was getting hammered earlier this year, I wrote a column sticking up for her," he said.
Mr O'Reilly said that he was not going to "run and hide" from allegations of sexual harassment at the company, but added that he wanted the story to "go away because it's brutalising my family."
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On Monday, Ms Kelly used her NBC Today show to criticise Mr O'Reilly and Fox News over reports in the New York Times of a $32m (£24m) settlement paid to former Fox legal analyst Lis Wiehl to settle a sexual harassment case.
"That is not a nuisance value settlement, that is a jaw-dropping figure," Ms Kelly said.
"OJ Simpson was ordered to pay the Goldman and Brown families $33.5m for the murders of Ron and Nicole," she added, "what on Earth would justify that amount? What awfulness went on?"
Ms Kelly, who left Fox to join NBC earlier this year, said she had sent an email to several Fox News executives in November 2016 in relation to Mr O'Reilly's alleged behaviour.
Her email, she said, suggested that perhaps Mr O'Reilly "didn't realise the kind of message his criticism sent to young women" when he talked about the issue of speaking out about sexual harassment.
