As Mediaite captured, Kelly closed her show saying that she wanted to give "a final word."
"Night after night, you have welcomed us into your homes for some of the biggest moments in recent history," she continued. "We have tried to live up to the honor of being there."
Kelly said that she was sincerely grateful for the trust that viewers bestowed upon her as well as the patience "and you're good humor over the years."
She said that it made leaving so much more difficult. "I am lucky to have been doing a job whose ending is bittersweet."
She told viewers that she was leaving knowing that she is "better for having been here."
"I hope you feel the same," she closed.
If the comments from earlier this week are any indication, Fox News viewers don't feel the same.
Kelly joins the team at NBC News, having turned down $100 million contract from Fox News. The offer would have made Kelly not only the highest paid newsperson on television but the highest paid television personality on the air in the United States. The hefty paycheck would have eclipsed Dr. Phil, Ellen DeGeneres and even Judge Judy. Fox News announced it was replacing Kelly with Tucker Carlson.
Watch Megyn Kelly's full sign off below: