Hannity also blasted "most in the media" for being "absolutely clueless", echoing his "fake news" media rant when he was on stage with Trump in Missouri.
Fox News, however, said Tuesday it wasn't pleased with their talents' performances, calling it an "unfortunate distraction".
"I want to thank everybody for the way you behaved, that was beautiful" said the president, "hopefully she'll be ok".
And his own onstage joke about the "fake news" in attendance was not meant to include his Fox News colleagues, Hannity wanted to clear up.
Trump called Pirro to join him onstage too, and she in turn encouraged the room full of Trump supporters to channel their energy into voting.
News organizations are not supposed to endorse candidates, and while Fox is generally considered a right-wing news organization, it always strived to be perceived as more news organization than right-wing. "It's risky for democracy and a threat to a free press".
Hannity's rally appearance was not broadcast on Fox.
The election served as a referendum of sorts on Trump's racially charged appeals and the strength of the coalition that powered him to the White House - a group he will need again in just two years.
Initially, Hannity and the network said that Hannity would simply air his show from the rally venue in Cape Girardeau, Missouri, and follow that with an interview with Trump.
The interview with Trump came with only eight minutes left in the hour and was held in what appeared to be a backstage area of the hall. Trump told Hannity he had seen the beginning of his show.
Resigned to the loss of one-party control over Washington in Tuesday's elections, President Donald Trump stared down the prospect of endless House investigations, stymied policy efforts and fresh questions about the resilience of his unorthodox political coalition.
"They are jealous, they are envious, this isn't supposed to happen, you people are supposed to love them, not Trump", Limbaugh said.
Despite Fox's disavowal, the Trump campaign continued to list Hannity as a guest throughout Monday at the link where people could seek tickets to the event.
First Muslim woman elected to House of Representatives
In 1995, they emigrated to the United States, initially settling in Arlington, Virginia and then moving to Minneapolis. She was joined shortly after on Tuesday night by Omar , who ran for the Democrats in Minnesota's fifth district.
New iPad Pro boasts similar performance to 2018 MacBook Pro
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Chandler to be bought out by Suns, sign with Lakers
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