The "CBS This Morning" anchors had some tough words for former President Bill Clinton over his appearance in the newly released docu-series "Hillary," where he discussed his extramarital affair with Monica Lewinsky.

The CBS morning news program played parts of Clinton's interview, where he claimed that his affair with the then-White House intern was meant to help “manage my anxieties.”

“Everybody's life has pressures and disappointments, terrors, fears of whatever,” Clinton said. “Things I did to manage my anxieties for years. I'm a different, totally different person than I was, a lot of that stuff 20 years ago."

"Still no apology though in the documentary," co-anchor Anthony Mason said, reacting to the clips, later clarifying that he meant no apology was made to Lewinsky.

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"He said it was something about handling his anxiety? I mean, No. 1, I'm sorry to hear that because I just think that kind of thing should have been reserved for your closest friends," Gayle King said. "For me, my heart goes out to Monica Lewinsky, again. She was 21-22, she's now 40-something. She's smart, she's funny, she's lovely, but she still has this baggage that is tied to her while everyone else sort of tip-toed through the tulips. She's still stuck with this and it just seems so unfair about me to her."

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"And not addressing the power imbalance between the president of the United States and an intern," co-anchor Tony Dokoupil added.

King later said it was "wrong on all parts" and that her "heart" still goes out to Lewinsky.

Fox News' Adam Shaw contributed to this report.