Megyn Kelly Says Alex Pretti Was Being 'Subversive' Before He Was Killed

The fatal shooting of Alex Pretti by federal agents Saturday in Minneapolis has seen an explosion of sympathy and support from across the nation over the past three days ... but not from Megyn Kelly.

The conservative commentator blasted the late ICU nurse's conduct on Monday's episode of "The Megyn Kelly Show" and flat-out said she doesn't feel sorry for Pretti.

Kelly criticized people protesting violent immigration enforcement actions in Minneapolis ... she said if she had to protest publicly, she'd do so by standing on the sidewalk -- and not "interfering" with officials.

She said Pretti was part of a group of "organized agitators" who were looking to interfere with authorities ... and described him as "subversive."

Megyn added Pretti was attempting to "cause trouble" for federal agents -- and the trouble "came back on him."

Pretti, who was recording a group of federal agents, was shot and killed after he was wrestled to the ground and assaulted by several U.S. Border Patrol agents. He had a concealed weapon and a legal permit to carry it.

Trump Administration officials have claimed the shooting was self-defense, but multiple videos show Pretti did not brandish his gun, and was not attacking or resisting the agents.