Alessandra Mussolini asked, "Do I have to stay here and listen to this [expletive]" as she left the studio, the ANSA news agency reported.
She is a member of the Italian parliament in the People of Freedom party of former Prime Minister Silvio Berlusconi.
Berlusconi said Sunday he thought the dictator's "worst fault" was the 1938 anti-Jewish racial laws, but that in many other ways Mussolini "did well."
On the Tuesday broadcast, journalist Andrea Scanzi denounced Benito Mussolini, saying, "I have respect for Piero Gobetti, for Giacomo Matteotti, for all the people who were devastated by her grandfather, but certainly not for her and her grandfather."
Gobetti, a journalist opposed to Mussolini, was beaten by Fascist thugs in 1925 and died in Paris the next year.
Matteotti was a Socialist politician who was kidnapped and killed in 1924 after speaking out against what he said was Fascist electoral fraud, claiming violence was used to obtain votes.