S.C. Gov. Nikki Haley is not apologizing for any shots she took at GOP front-runner Donald Trump in her response to President Obama's State of the Union address Tuesday night.

Haley did not specifically call out the self-funded billionaire in her speech, but confirmed Wednesday that her critical message was directed at him.

"Mr. Trump, I consider him a friend. He gave me donations in the past, but I disagree with the fact that he wants to start using religion as a way to divide people. It's now how we've ever done things in this country," Haley told Fox News' Greta Van Susteren Wednesday night.

Instead Haley called for an immigration policy that thoroughly vets legal immigrants like her parents.

She added that the attack wasn't "personal," but done to remind Trump and others "to be careful in the way we talk about people and letting them know they are welcome."

Trump has threatened to run as a third party candidate if he does not secure the GOP nomination or if he feels the party is not giving him its full support. His campaign team has not responded to Haley's critique.