O'Donnell -- a member of the politically conservative Tea Party who was the Republican nominee for U.S. Senate in Delaware in 2010 -- went on Morgan's show to promote her book "Troublemaker: Let's Do What It Takes to Make America Great Again."
She made headlines last fall when she said she had dabbled in witchcraft, a topic Morgan wanted to re-visit on his show.
"Ms O'Donnell wasn't happy about me quizzing her re views on witchcraft and sex,'" the New York Daily News said Morgan reported via Twitter after the incident. "But really flipped at gay marriage Qs. Ripped mike and fled."
"My first ever walk-out in 25 years of interviews," Morgan added later. "I guess viewers can decide if I was 'rude' or not tonight."
Morgan was referring to a comment O'Donnell made to the interviewer on his show.
She said, "You're borderline being a little bit rude" for asking questions not directly related to her book.
"Right now, what I'm trying to do is promote a book that I hope to be a very inspirational story to people who are a part of the Tea Party movement," the Daily News quoted her as saying.