Charlize portrays the 49-year-old television personality in the film, which centres on the true story of Kelly and her Fox News colleagues, including Gretchen Carlson who is played by Nicole Kidman, who came forward with allegations of sexual harassment against the network's former CEO, the late Roger Ailes.
Taking to Instagram after seeing the movie for the first time, Megyn shared, "While the movie Bombshell is loosely based on my experience during the sexual harassment scandal at Fox News, I have nothing to do with this film."
"I did not sell the rights to my story or book and only got my first look at the film once it was past the point of any possible edits," she continued, adding, "Though there are certainly some I would have made."
Despite suggesting some reservations over the final cut, Megyn went on to explain she hopes the movie will help give a voice to victims of sexual harassment.
“Watching this picture was an incredibly emotional experience for me, and for those with whom I saw it," she said. "Sexual harassment is pervasive in this country; it can leave scars that do not heal. My heart goes out to those who've gone through it, who I hope might find some comfort in this story.”
Megyn detailed her claims against Ailes, who died in 2017 after a fall at his Palm Beach, Florida home, in her 2016 memoir, "Settle for More".
"Bombshell" hits theatres on December 20.