"It was past the point of any possible edits, though there are certainly some I would have made," the news anchor said of the film.
Megyn Kelly said she would have made some changes to "Bombshell" if given the opportunity.
On Friday, the 49-year-old journalist took to Instagram to describe her "emotional experience" watching the film, which is loosely based on the sexual harassment scandal at Fox News, starring Charlize Theron as Kelly.
"I did not sell the rights to my story or book and only got my first look at the film once it was past the point of any possible edits, though there are certainly some I would have made," she captioned the photo of her son looking at a "Bombshell" poster.
"My husband @dougbrunt and I recently took our three kids to see the movie 'Frozen 2.' As we walked into the theatre, our 6-year-old stopped at this poster promoting another movie hitting the big screen. The ad confused him because it appears to show a picture of me," Kelly began the post.
"But while the movie Bombshell is loosely based on my experience during the sexual harassment scandal at Fox News, I have nothing to do with this film," she continued.
"Watching this picture was an incredibly emotional experience for me, and for those with whom I saw it," Kelly concluded. "Sexual harassment is pervasive in this country; it can leave scars that do not heal. My heart goes out to those who've gone through it, who I hope might find some comfort in this story. As for my thoughts about the film, I'll have more soon."
Waiting for your permission to load the Instagram Media.
"Bombshell," which also stars Nicole Kidman and Margot Robbie, follows the story of the many women who allegedly faced years of sexual harassment by Roger Ailes at Fox News. While Theron plays Kelly, Kidman portrays Gretchen Carlson and Robbie plays a character created for the film.
Earlier this week, it was announced the film received four Screen Actor Guild nominations and two for the Golden Globes. For SAG, heron -- who is also a producer on the project -- was nominated for Outstanding Performance by a Female Actor in a Leading Role as well. Both Kidman and Robbie were recognized in the supporting category. "Bombshell" also received a nomination for the ensemble cast.
For the Globes, the drama was nominated for Best Actress for Theron and Best Supporting Actress for Robbie.