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"We were supposed to play at the Emmys and we were gonna play on the Emmys and they kicked us off," Grohl told TMZ.
When asked why the performance was cancelled, Grohl said, "I can't tell you. Do your research, but they did."
Later on Monday, the group released a statement to Rolling Stone magazine. It revealed that Fox wouldn't allow the band to play a full song and the Foo Fighters declined to play altogether:
"The band and the Academy were extremely happy and excited to have Foo Fighters play as the first ever rock band on the Emmys. Fox then refused to allow the band to play a full song from the Emmy-winning 'Sonic Highways.' That is why the band decided not to perform."
Fox's decision may have been based on time constraints as Sunday's awards show ended right at its three allotted hours at 11 p.m.
The TV Academy and Fox didn't immediately respond to Business Insider's requests for comment.
Just a week ago, the band were Emmy darlings after winning two Creative Arts Emmys for their HBO docuseries "Foo Fighters: Sonic Highways."
Watch Grohl's interview with TMZ below: