As the Islamic State of Iraq and Syria (ISIS) continues to make its way deeper into Iraq, gaining control of the country’s major cities, Megyn Kelly was joined by Ken King, the former Commander of Camp Bucca Prison where ISIS leader Abu Bakr al-Baghdadi was held until his 2009 release.

King escorted al-Baghdadi on a flight to transfer custody over to the Iraqi government.  The U.S. built a solid case for detention, but the Iraqi government decided to release al-Baghdadi.  “Their decision to let him go was personally disappointing,” King said. “But I have to respect the decisions of a sovereign government.”

King said al-Baghdadi gave him a chilling warning when they arrived in Baghdad for the final transfer. “When we handed them off, he knew we were from New York and he knew he was gonna get out, in my mind,” King recalled. “Because as he left, he told us, he told me and the soldiers around me, 'I’ll see you in New York.'"

ISIS has built the reputation for being the most powerful incarnation of what began as an Al Qaeda affiliate in Iraq following the 2003 U.S.-led invasion.  al-Baghdadi took over the group in 2010 and has a $10 million U.S. bounty on his head.

Watch the entire interview above.