Fox News
Obama told O'Reilly that he "of course" had been unfair to him, but joked that he liked him anyway.
"Bill - we've just run through an interview in which you asked about health care not working, IRS ... Benghazi, right? So, the list of issues that you talk about," Obama said.
"But these are unanswered questions," O'Reilly said.
"Yeah, but they're defined by you guys in a certain way," Obama said.
O'Reilly said that it was his job to treat Obama and other politicians with criticism.
"Here's what I would say. I think regardless of whether it's fair or not, it has made Fox News very successful," Obama said.
Obama joked that he was worried about what Fox News would do when he's out of office.
"Ah-ha-ha - ask President Clinton. Ask President Bush. I gave President Bush a real hard time. Are you the most liberal President in U.S. History?" O'Reilly said.
"You know, the truth of the matter is that when you look at some of my policies, in a lot of ways, Richard Nixon was more liberal than I was," Obama said. "Started the EPA. You know, started a whole lot of the regulatory state that has helped make our air and water clean."
O'Reilly and Obama also talked about the possible approval of the Keystone XL Pipeline, a subject on which Obama avoided any direct answer.
Here's the full video of the interview, via Fox News: