In a "Kelly File" exclusive, Piers Morgan said CNN, which he left earlier this year, could use a change in philosophy.

"You have to create a new dynamic and a new philosophy for the network, which will drive ratings when there's not much news," Morgan explained.

Who's a diva over at CNN? Megyn asked.

"Anderson [Cooper]," Morgan dished. "He's a pretty big diva, yeah. Anyone that combs their hair that closely and that neatly ..."

As for his new gig at The Daily Mail, Morgan said that he's enjoying writing two or three columns per week - usually of a "highly provocative nature," as he put it.

He also said that he doesn't regret taking a strong stance against guns, which Megyn said basically led to the end of his show.

He did acknowledge that he might have been too aggressive.

"I think there is a culture of gun ownership in America that I didn't afford enough respect to ... I think if I had my time again, it would be a much more two-way conversation ... to try and understand why America has an obsession with guns, as many people see it."

Watch the "Kelly File" exclusive above.