Megyn Kelly stopped by "Jimmy Kimmel Live" last night, fresh off meeting President Barack Obama and the first lady the night before at the White House Christmas party. 

She and her husband, author Doug Brunt, had never been to the annual event, so she was a little unclear on the particulars of meeting Mr. and Mrs. Obama. 

She decided to break the ice with a joke, but it didn't really go according to plan.

Hear her recount the meeting above on "The Kelly File." Watch the "Jimmy Kimmel Live" clip below.

Kelly and Kimmel also touched on Sony's decision to cancel "The Interview."

Megyn called the decision "deeply troubling" and urged American consumers to act to express their disagreement.

"Whether you like the idea of this picture, you like these actors, you like Sony or not, I think the American people have to act with their pocketbooks. Whether it’s buying the movie – three of them – on DVD, ordering it on pay-per-view. They’ve gotta release it in some fashion so the American people can have the final say on this," said Kelly.

Check out some pictures from Megyn's trip to D.C. and L.A.