Check out Donald Trump's on-air interview with Megyn Kelly at Megyn Kelly Presents show on Tuesday.

According the ET, Trump was as candid as ever, revealing some fascinating insights - namely, how he feels that winning is the only thing that matters.

"If you don't become president, will this all have been for nothing? Or will you have changed America?" Kelly asked.

Trump answered, "If I don't go all the way, and if I don't win, I will consider it to be a total and complete waste of time, energy and money."

"In a certain way, what you did might have been a favor because I felt so good about having gotten through [the debate]," Trump explained. "I said, 'If I can get through this debate with those questions, [I] can get through anything."

He also complimented Kelly on the way she extended an olive branch by calling and requesting a private sit-down with Trump during the height of their feud, and even agreeing to meet with him on his home turf at Trump Tower.

"I would not have done that," Trump explained. "I don't say that as a positive [about me], I think it's a negative for me. You walked into Trump Tower. You didn't [ask to meet] a neutral site like over at Fox or something, that would be a whole different thing, and I wouldn't have done it."

When Kelly spoke to ET  about her behind-closed-doors conversation with Trump at his eponymous high-rise, admitting that she was "a little anxious" the day of the meeting.

"I didn't know what to expect. I didn't know whether he would try to embarrass me or threaten me or berate me, but he did none of those things," recalled Kelly, who also announced on Tuesday that her new book, Settle for More, will hit shelves Nov. 15.