Belfort recently sat down with Australian 60 Minutes anchor Liz Hayes, but became irritated when she asked him a question about his personal finances.
"The last thing is that you have an oral contract with your management, the Fordham company, is that an attempt to hide your income?" she asked.
Belfort, who spent nearly two years in prison on fraud charges, pulled off his microphone and walked out of hit seat.
"You can air what you want out of this interview. It's done," he said. "You've got a lot of nerve, boy."
"I was told this was a nice, friendly interview. No one has treated me as disrespectfully as you," he told Hayes.
Belfort is in Australia on a motivational speaking tour, but he still faces questions from the U.S. government over his personal finances and supposed failure to pay restitution to his victims.
He eventually returned to the interview.
"I suspect he probably realized it wasn't a good look," Hayes said.
Celebrity Families of 2014 [PHOTOS]
Queen Elizabeth II sends out her first tweet