Troy Hayden, a reporter with the FOX affiliate in Phoenix, conducted an interview with Jodi Arias on Wednesday mere moments after she'd been found guilty of first-degree murder in the death of her former boyfriend, Travis Alexander. Many called the interview bizarre, with Arias showing little emotion and saying that she would prefer the death penalty to life behind bars, adding that being in one spot for that long would "make her go a little crazy."

Hayden spoke with Megyn Kelly on Thursday, explaining how he managed to snag the interview. He said that during a meeting with Arias in January, she asked him to keep some things off the record, adding at the end of the conversation that if he did indeed keep those details private, at the end of the trial she'd give him an interview if convicted of first-degree murder.

Then on Sunday, Hayden says he got a voicemail that was "weird to pick up" from Arias in which she said, "Hi Troy, it's Jodi. I'll do the interview, but it's got to be right after the verdict."

When Arias left the courtroom and came into the holding cell where the interview was to be conducted she was weeping, crying and very upset, Hayden said, and he asked if she was sure she wanted to go through with it. She answered in the affirmative, saying, "Yeah, let's do it."

As for where Arias' lawyers were during the interview? "I don't know, and I didn't ask, Megyn," Hayden said. "She's an adult. She made this decision. After talking with her, I had a feeling she didn't get along with them very well."

Hayden also says he believes Arias was being honest in the interview, but qualified the statement. "I do, but let me explain ... I believe there are two Jodis," he said, describing one as an "intelligent young woman" and another who's capable of heinous murder. 

"I believe she's got some mental illness," he said. "I'm no doctor, but that's the way I'd call it."