The comedian and presenter walked out during her conversation with Fredricka Whitfield, claiming the interview had become "defensive" and "negative".
New York-born Joan began the discussion by denying that the E! show Fashion Police, which she hosts with Kelly Osbourne, Giuliana Rancic and George Kotsiopoulos, can be harsh.
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Fredericka Whitfield and Joan Rivers
"Your fashion critiquing, while it's very mean in some ways," began Fredricka as Joan interjected, "It's not mean, it's not mean, it's not mean, I tell the truth.
"I'm sure I say the same things that all your viewers say to their friends who are sitting next to them on the couch," she added. "We're one of the few shows that says you know what 'that's an ugly dress' and that's OK... It's not about them [the celebrities], it's about clothing."
Fredricka then moved on to ask Joan if she thinks there are any boundaries in comedy to which the 81-year-old responded, "Life is very tough and if you can tell a joke to make something easier and fun then do it. Done."
Joan is currently promoting her new book Diary of a Mad Diva
The conversation hit a more sour note, however, when Fredricka addressed Joan's choice to wear fur on the cover of her new book, Diary of a Mad Diva.
"This whole interview is becoming a defensive interview," said Joan. "Are you wearing leather shoes? Then shut up.
"I'm going, I really am going," she added as she removed her earpiece. "All you have done is [be] negative. I've made people laugh for 50 years, I was put on this earth to make people laugh, my book is funny, I wear fur that was killed 15 years ago, I support animal rights."
The interview concluded with Joan saying to Fredricka, "You are not the one to interview a person who does humour, sorry."
After Joan left, the CNN journalist questioned whether or not her exit was a publicity stunt. In response, the star later released a statement confirming that she had genuinely walked out.
"I do not do, and never have done, PR 'stunts," it read. "The CNN interviewer was a news reporter and not an entertainment reporter... Every question was an accusatory one designed to put me on the defensive. She seemed to miss the point that Diary of a Mad Diva is simply a very funny book and as Winston Churchill said, 'If you can make one person laugh, even for a minute, it's like giving them a little vacation.'"