Susteren, 59, began her career at CNN in the 1990s, but went to work for Fox News in 2002.
"I am not going anywhere," Zap2it.com quoted Susteren as saying in a statement Wednesday. "I have a long-term contract with Fox News Channel and it is for a daily cable news show in 'prime time.' Done, OK? (And by the way, don't you love the courage of the anonymous sources? and those who then speculate from there?)"