"It was a good show. I'm proud of it," Tucker Carlson tells TVNewser about his now-canceled MSNBC daily program, which began in 2005.

Carlson says the show — with his conservative perspective — is not a fit for the MSNBC prime time 'brand'. "Which of (the programs) is not like the other? That was always the feeling I got, watching the lineup...

"You can only really be who you are. I couldn't pretend to be something else, not that anyone asked me to be somebody else. I was kind of out there, by myself."

Since word of the cancellation, he says, "They've been really nice to me...I like working for NBC. They want me to stay, and I'm going to stay, so I can't complain." Carlson is to remain with MSNBC as Senior Campaign Correspondent.

"Sometimes when you fail," he adds, "you feel embarrassed. I really don't feel like we failed."