Megyn Kelly Left Dumbfounded by Melania Trump's Surprising Statement on Jeffrey Epstein Association: 'Why Did She Do This?'

Megyn Kelly was left scratching her head after Melania Trump verbally denied her links to dead pedophile Jeffrey Epstein.

The first lady, 55, gave a press conference on April 9 where she declared she had nothing to do with the financier and his crimes.

“Why did she do this?” Kelly, 55, asked on Friday's episode of The Megyn Kelly Show. “That’s really what everyone was asking. Why? Like, everyone knows. Everyone knows in PR, once the storm has passed, you don’t do anything to bring it back upon you.”

“If she doesn’t want people talking about her relationship with Ghislaine Maxwell, or whatever it was with Epstein, then she shouldn’t talk about her relationship with Ghislaine Maxwell or Jeffrey Epstein,” the journalist slammed.

"Especially when—has that been in the news? Have any of you been seeing that in the news? The news right now is non-stop Iran," Kelly added.

The former Slovenian model shared her statement about her affiliation with the s-- trafficker earlier this week, claiming: “The lies linking me with the disgraceful Jeffrey Epstein need to end today."

“The individuals lying about me are devoid of ethical standards, humility, and respect," she went on.

"I do not object to their ignorance, but rather, I reject their mean-spirited attempts to defame my reputation. I have never been friends with Epstein,” she stated. “To be clear, I never had a relationship with Epstein or his accomplice, Maxwell.”

"I have never had any knowledge of Epstein’s abuse of his victims," she noted. "I was never involved in any capacity. I was not a participant."

"I am not Epstein's victim. Epstein did not introduce me to Donald Trump," Melania continued. "I met my husband by chance at the New York City party in 1998. This initial encounter with my husband is documented and detailed in my book."

"Fake images and statements about Epstein and me have been circulating on social media for years now," she claimed. "Be cautious about what you believe: These images and stories are completely false."

"I’m not a witness or a named witness in connection with any of Epstein’s crimes. My name has never appeared in court documents, victim statements or FBI interviews surrounding the Epstein matter," the mother-of-one went on.

The DOJ dropped over 3 million documents from the trafficker's files in January where images and emails between him and many other A-list figures surfaced.

The POTUS, 79, was reportedly unaware that his wife would be giving a statement to the media on the subject.