08/01/2014 09:41 am ET Updated Aug 01, 2014

Megyn Kelly Jokes About Beating Bill O'Reilly In The Ratings Someday

We're not sure if Bill O'Reilly found this joke very funny.

Fox News' Megyn Kelly was on Thursday's "Late Night With Seth Meyers," and joked, "My dream is someday I'll be number one and he'll write a book called 'Killing Megyn.'"

She and O'Reilly are actually "good friends," Kelly added.

O'Reilly, of course, has had the most-watched show on cable news for many, many, many months. "The Kelly File" was the number-two show in July. It's not the first time that O'Reilly's colleagues have teased him on-air. Last year, Shep Smith joked that the network fired O'Reilly to make room for Kelly in the primetime lineup.