Kelly pointed out, during a part of the interview aired on Friday, that there was an unprecedented volume of negative media coverage surrounding the bridge controversy in New Jersey.
"Has this changed your view of the mainstream media?" she asked.
"No, I've always had the same view," Christie said, pointing out that anyone can be the "flavor of the month" in the media.
"But I've always said to my folks in the party, we don't get anywhere complaining about it either," Christie said. "We need to just do our jobs."
Christie admitted that the media's constant attention to the story was probably because he was a potential 2016 presidential candidate.
"Listen, I think Jon Stewart said one night, 'I didn't realize that he was president of the United States of New Jersey,'" Christie said. "I think that kind of encapsulates my thought."
Christie added that his innocence in the case would eventually filter through the media speculation.
"There's no baggage here, because I didn't do anything," he said. "And that will eventually wash out as it's started to already."