The Daily Telegraph in London said Ferguson angrily walked out of the interview after she was forced to watch News of the World video showing her offering to "open doors" to her ex-husband Prince Andrew for a fee of $800,000.
The show's producers said Ferguson agreed to discuss the well-known incident that reportedly caused great tension between her and the British royal family.
However, it is unclear whether the duchess knew she was going to have to watch footage of it while being interviewed, the newspaper said.
"We had gone through all the questions and subject matter beforehand and filmed all the walking in the park footage before we sat down," John Scott, her manager in Australia, told The Sydney Daily Telegraph about the interview for Australia's "60 Minutes."
"She did walk out when she was ambushed -- no, it was entrapment -- but after cooling down she said to me, '[Expletive] them, let's do this,' and she did, but it was a banal interview and her demeanor reflected that."
The Nine Network plans to air the program Sunday night.