West claimed the media is against him in the interview.
Three interim execs have been appointed to lead the network – Michael Bass, Amy Entelis, and Ken Jautz.
“This is not how I want my time at CNN to end,” the news anchor said in a statement.
New documents indicated he helped advise his brother, former Gov. Andrew Cuomo, on sexual harassment allegations.
“I had fevers, chills and shortness of breath,” he said in a statement.