The segment, which aired in March of 2004, covered claims made by the writer Naomi Wolf, who accused one of her Yale professors of rubbing her thigh in the 1980s.
Asked by CNN's Jake Tapper on "The Lead" about her role as a Fox News Channel contributor, Palin said, "Well, I think the key there is that you said I "used" to be with Fox - I used to be with Fox".
Tapper continued, "I don't want to be a jerk, but it sounds like you experienced something". "You know, women don't deserve - they should not ever have to put up with any kind of intimidating workspace".
"He let me off first, as gentlemen usually do", she said, "and I walked in front of him and as I was leaving the elevator, he said, 'Looking good there, girl". A confidentiality agreement limits what the two sides can say.
The source declined to comment on O'Reilly's annual salary, but CNN reported on Thursday that the host's new contract provided about $US25 million ($A33 million) a year.
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He has also warned that an opposition government would slash social benefits like healthcare for the poor and subsidized food. The opposition called this big demonstration and said, all over the country, we need to be protesting against the government.
On Wednesday, the network's parent company 21st Century Fox (NASDAQ: FOXA) announced that O'Reilly would not be returning to Fox News .
He denied the allegations - saying he settled the cases to spare his family - and his attorney, Marc Kasowitz, said Tuesday that O'Reilly was the target of a "smear campaign" financed by left-wing advocacy groups. In March, she won more viewers between 25 and 54 than any of Fox's three primetime programs.
Seeing O'Reilly lose his job because of actions against women felt very cathartic, she said.
In the latter stages of the interview, O'Reilly expressed disappointment that men were no longer permitted to make sexual jokes in the workplace - a change he said "changed my life".
Palin responded:"I just - you know, it was time to part ways and, you know, get out there in, I guess, a more diverse arena to express views and to speak for the public, and that's what I've been able to do now". "It was a shock, but more power to Fox News - it's private enterprise".