Shep Smith Is 'Depressed' About NSA Spying

WATCH: Shep Smith Rails Against NSA Spying

Shep Smith had a tense conversation with Fox News colleague Dana Perino about the ongoing controversy over the National Security Agency's spying on foreign leaders.

At one point, the following exchange took place:

Perino: "You seem depressed about this."

Smith: "I am. Why wouldn't I be depressed about this? I now know that the government spies on everything illegally."

Perino: "It's not illegal!"

Smith: "I've known for months now that they read our emails any time they want, that they're taking all our phone information and can use it any time they want. We have a constitution here...I don't know if Americans want us to spy on everyone around the world and make more enemies."

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