Don Lemon is speaking out on what he calls an effort to "embarrass" him following his arrest after covering a protest inside a Minnesota church.

The former CNN broadcaster, 59, was arrested Friday, Jan. 30, weeks after covering the protest – reportedly inside the church of an Immigration and Customs Enforcement official – according to The New York Times and CBS News. In his first interview since the arrest, the independent journalist reflected on his detainment during a Monday, Feb. 2, appearance on "Jimmy Kimmel Live!"

Recalling the moment he was arrested in Los Angeles, Lemon said, "It had to be, maybe, a dozen people, which is a waste of resources because I had told them weeks before ... that I could just go in." He added, "They want that. They want to embarrass you. They want to intimidate you. They want to instill fear. And so that's why they did it that way."

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While introducing the interview, Kimmel told viewers Lemon was arrested for "committing journalism, which is a very serious crime under our current administration." When the host asked Lemon how he is doing, the journalist said he wasn't sure. "I don't know," he said. "I'm OK. I'm not going to let them steal my joy. But this is very serious."