Casey Anthony's Ex-Fiance: 'She's Not the Casey I Knew'

This is a rush transcript from "On the Record ," December 22, 2008. This copy may not be in its final form and may be updated.

GRETA VAN SUSTEREN, FOX NEWS HOST: Tonight: He knows Casey Anthony. Casey Anthony's ex-fiance goes "On the Record." Casey sits behind bars tonight, charged with the murder of her little daughter, Caylee. Jesse Grund was engaged to Casey. Jesse, his father, Richard Grund, and his lawyer, Darryl Cohen, join us all. Welcome, gentleman, to each one of you.

Jesse, let me start first with you. When did you first meet Casey and where?

JESSE GRUND, CASEY ANTHONY'S EX-FIANCE: Universal Studios, back in January of 2005, working together.

VAN SUSTEREN: Now, at some point, your relationship developed into much more than just co-workers. Tell me how that developed. I mean, what was it about her that you were interested in? Why did you find her intriguing?

JESSE GRUND: Well, at the time, I was working as a loss prevention officer, undercover security, just walking around Universal Studios. And I saw this young woman, short, very beautiful, carried herself very professionally, working at one of the Kodak stores, and it was love at first sight. She was definitely my type and we just -- we hit it off and started dating. And next thing you know, I'm falling in love with her.

VAN SUSTEREN: Richard, when did you first meet Casey?

RICHARD GRUND, JESSE'S FATHER: I met Casey in, I want to say, late May of '05. She happened to come by the house. She was helping one of my other sons get a job at Universal.

VAN SUSTEREN: Was there anything, Richard, that -- in May of '05 that was the least bit unusual about her to you? Or did you -- I mean, did you like her immediately? What was your thought?

RICHARD GRUND: Well, the most unusual thing was she appeared to be pregnant, even though she was telling everybody she wasn't.

VAN SUSTEREN: And Jesse, that child was born in August. That child is not your child, right?

JESSE GRUND: That's correct, Greta. I had a paternity test done about six weeks after Caylee was born, waited the required time, paid for it, and it said it was a zero percent probability I was Caylee's father.

VAN SUSTEREN: What provoked that, though? Was there some question about it? Was Casey trying to say that you were the father?

JESSE GRUND: Well, I'm not a doctor, but I know that you have to be pregnant for nine months to have a baby full term, as far as I understand. And we were not together until the end of January and the baby was born full term in August. It would be tough for the math to add up for me to biologically be her father.

VAN SUSTEREN: Did she insist that you were the father?

JESSE GRUND: The entire time. She would not have it any other way, and she got angry with me if I tried to insist anything else.

VAN SUSTEREN: Is there -- when you first met her, obviously, at that point, she probably was already pregnant when you first met her. Did she ever talk about any other guy in her life?

JESSE GRUND: Well, she said she dated somebody in high school the year before but she had not really had any serious relationships. She said I was different from anybody else. And there was a definitive chemistry there and a difference between the two of us. And I had, you know, dated other people before, but I felt something very different with Casey than I did with anybody else.

VAN SUSTEREN: In the time between January, about when you met her, and let's say late August or September, did you ever think there was anything odd about her? I mean, did she ever lie to you or anything peculiar about her at all?

JESSE GRUND: Well, at the time, she got -- I was just getting out of college, so she was a little -- I guess the best choice of words, I think my dad says it, too, is she was a little clingy for me at the time. And I just took it as someone who really cared about me. And she was very sensitive about everything. And that was part of the reason why I broke up with her somewhere in February, March of 2005. I didn't actually get back together with her and start a real serious relationship until right after Caylee was born.

VAN SUSTEREN: All right. So let me fast-forward to last spring, about, let's say, May. Did you see her in the month of May?

JESSE GRUND: No, I did not -- well, I saw her into the month of May. She tried to introduce me to her boyfriend at the time, Tony Lazzaro, and it seemed that she was trying to get my approval for him. And I believe in his statement with law enforcement, he said he felt the same way.

VAN SUSTEREN: Was it a tough break-up between the two of you, or did you remain friends?

JESSE GRUND: Well, when we broke up in May of 2006, it was a very bitter break-up. She told me she thought I loved Caylee more than I loved her, which was the farthest thing from the truth, and then just wanted me to be a part of Caylee's life and not be Caylee's father, as I had been from the word go. So that was -- that was heart-breaking. I didn't talk to her for 10 months before we tried to be friends again, and then we even gave it a second try in November of 2007. But I could see there was something different about her. She wasn't the same Casey Anthony that I had chosen to spend the rest of my life with, and I broke up with her and closed the door to that chapter of my life romantically with her. But I wanted to remain a part of Caylee's life.

VAN SUSTEREN: Richard, did you ever meet Caylee?

RICHARD GRUND: Oh, yes. Met her two days after she was born, held her up in the hospital, blessed her and dedicated her. And then they spent a lot of time at the house. Caylee and Casey were an active part of our family.

VAN SUSTEREN: What did you think of Caylee, Richard?

RICHARD GRUND: Caylee? We loved Caylee. Caylee was just pure joy. She was an innocent and she was perfect, and we just loved having her around.

VAN SUSTEREN: Jesse, how about you? What were your feelings towards Caylee?

JESSE GRUND: Well, we had to wait six weeks after she was born to get a paternity test to find out if I was Caylee's father, but no piece of paper could tell me to love her differently. And to this day, even though I wasn't in her life, I was her father. I didn't know any other way to love her.

And she really was, she lit up your life. From the time she was a little baby to when she was a toddler, she was the life of any room. If you were sad -- I remember calling Casey and I'd be sad and upset, and she would say, Is that Jesse, in the background. And then she'd get on the phone with me and there'd just be gibberish, but I could be having the most terrible day ever and I would still be smiling from ear to ear.

VAN SUSTEREN: What kind -- up until the point of, let's say, about May 30, you're still in phone contact with her, 2007. How, Jesse, would you describe Casey -- Caylee -- Casey as a mother? Was she an attentive mother, I mean, a loving mother?

JESSE GRUND: Up until May of 2006 when we broke up, yes. She was a person who geared her life strictly around how she was going to be a mother first, wife second, and everything else third . That was her goal. That was her intention. And then somehow, there was some sort of unexplainable change that occurred, where she stopped being the person that was dedicated to those things and started concerning herself more with the parties and the friends and the hanging out and not so much about the responsibility of being a mother to a beautiful, joyous young girl.

VAN SUSTEREN: What happened to her? Why did she change?

JESSE GRUND: That's something that only she can answer. I don't -- the person who sits in jail right now accused of the crimes she's committed of -- or accused of the crimes that she's been accused of, I don't know her. I don't know who this person is, and I can't tell you what changed her. But it was almost like one morning, she woke up and decided to be a different person.

VAN SUSTEREN: What about -- Richard, did you ever meet her parents, Casey's parents, George and Cindy?

RICHARD GRUND: Yes, I met George and Cindy during the engagement. Casey set up a meet-and-greet for the families. And I've spoken to them, and then I was at their house for the second prayer vigil.

VAN SUSTEREN: And what's your thought about the parents, Richard?

RICHARD GRUND: In general or now? I mean, right now...

VAN SUSTEREN: Both.

RICHARD GRUND: ... They're grieving grandparents. They just -- you know, I didn't spend enough time with them to really make a definitive -- I like George. George and I hit it off. I thought George and I were more friendly than I guess we are. But I like George. Cindy is a very different, very specific woman, as George admits in his statement. And you know, Casey spent a lot of time at our house, and I could kind of see when we met the family why she wanted to spend more time with us.

VAN SUSTEREN: Darryl, as a lawyer in Florida -- I mean, as a lawyer, you must -- you've seen lots of cases like this. Ever see anything like this?

DARRYL COHEN, ATTORNEY FOR JESSE GRUND: Greta, I have been practicing for a long, long time and never once have I seen a case like this. I've never seen a mother turn the way she apparently turned and do something like this to her child. To me, it's more surreal than anything else. And I was a prosecutor in Florida and a prosecutor in Atlanta, defending cases for years. So no, this is just absolutely incredible, and not in a good way.

VAN SUSTEREN: Jesse, when we were down in Florida, we spoke to the grandparents, Cindy and George, and there was some suggestion that the father of the child was some old family friend or something like that. You have no idea who this father is?

JESSE GRUND: Well, after the paternity test came back the way it did, Casey told me she knew the fat her was some guy she had a one-night stand with who then she had agreed that wasn't going to have a part of Caylee's life. And at that point, I was so excited to get to be Caylee's father, you know, regardless of the paternity test, that I didn't care. I was, like, OK, if he wants to stay out of her life, that's fine. I will take up all the slack and I will be the greatest dad in the world to this beautiful little girl.

VAN SUSTEREN: Now the -- the sort of -- the important dates that people keep focusing on -- one is June 15, the sort of the starting point, of last year. Another is July 15, later, when the child was reported missing by the grandmother. But on June 24, Jesse, you had a phone conversation with Casey, didn't you?

JESSE GRUND: Yes. Yes, ma'am, I did.

VAN SUSTEREN: Tell me about that conversation and what you heard in the background.

JESSE GRUND: Well, it was a general conversation between the two of us, just catching up on things. And you know, I thought I heard Caylee in the background of that conversation. I specified that to law enforcement, that the fact is that Caylee being in the background of a phone conversation was not unnatural. As I told you before, she would cry out in the background, Is that Jesse on the phone? So I thought that I heard her on the phone, and I was so sure of it. But it was a day that could have been mistaken with the week before that or the prior week before that. So that's why I went back to law enforcement and specified the statement that I gave to them.

VAN SUSTEREN: All right. So you're not certain that that was on the 24th that she was in the background, which -- obviously, we're trying to sort of pinpoint when she was last known to be alive.

JESSE GRUND: Correct. And that conversation that I had with her on the 24th had nothing to do with me resigning from the sheriff's department. I've actually never worked for the Orange County sheriff's department before. I was employed with the Orlando Police Department at one time and had resigned, but it had nothing to do with Casey and had nothing to do with Caylee. And I just realized that that was not the best job for me.

VAN SUSTEREN: Jesse, in the month of June, in any conversations you had with Casey, did it ever seem to you that Caylee was in her way, that it was sort of a -- you know, not a part of her life, that she wanted Caylee out of her life?

JESSE GRUND: Nothing that she ever said to me indicated one way or another that her attitudes as a mother had changed. However, you know, having a nanny that she told me about that Caylee was being watched by, it didn't seem like somebody that wanted to be such an important part of Caylee's life as she did before.

VAN SUSTEREN: Gentlemen, if you'll just both -- all three of you, rather, just stand by, we're going to take a quick break. And we're also going to have -- tonight, we're going to have a live vote. We want to know what the viewers' opinion on this -- actually, on the murder, but we're going to take that up later. Until now, we're going to -- what we're going to do is we're going to talk about the crime scene that's now been released. Caylee's skull and other remains were found, but that crime scene has now been released. Investigators are returning to the home of Caylee's grandparents over the weekend, and they, of course, left with more items. What did they take this time, and why did they not take it earlier? Mark Fuhrman is here to go "On the Record" in a moment.

And then: Uh-oh! This is not good news for the Illinois governor. Someone is talking to the prosecutor. And the one who wants the Illinois governor in prison is the prosecutor. Who's talking, and what does he know? You will find out. We're going to tell you.

(COMMERCIAL BREAK)

VAN SUSTEREN: We're back with Jesse Grund, his father, Richard Grund, and the lawyer Darryl Cohen.

Jesse, do you think -- in your wildest dreams, can you see Casey as the murderer of that child?

JESSE GRUND: Well, I answer that with this. The Casey that I was engaged to, the one I loved and wanted to spend the rest of my life with, is not the same person that sits that jail cell today. I don't know what happened to her to change her into the person that she is, but I don't know that person. And because I don't know that person, I don't know what this person is capable of.

But the person I knew loved her daughter. She loved being a mother. She loved me. She had a love about life. I mean, there was none of this darkness. There wasn't -- life wasn't revolved around her selfishness or her partying or anything like that. It was about being Casey Anthony, the mother, not Casey Anthony, the -- you know, as the pictures show, party animal.

VAN SUSTEREN: Richard, what do you make of this? And when was the last time you saw Casey and Caylee?

RICHARD GRUND: I saw Casey and Caylee December of '07. That was the last time I saw them. I don't know what to make of this. As everybody who's talked about Casey says, as Jesse did, they don't know this Casey. Something happens May of this year to create a whole new Casey. And we have the Casey we all know and love and we have the Casey that has been reported about in the media, and there's this gap in between that we need to bridge to find out how did we get here.

This is really difficult for one to figure out because when Casey was in our life, when she would bring Caylee over, and if we were going to watch her if Jesse and Casey were going out, she would bring twice as much of everything else. She was just a wonderful, fun person to be around. But like Jesse said, this Casey is completely different.

VAN SUSTEREN: Jesse, I read through the statement that you gave to the police, and one thing that struck me -- and this is in no -- no way a justification for -- you know, for a murder or anything. But she had a tough -- it describes a tough relationship with her mother, and she was making up stories that her parents were going to move out of the house, that her father had a stroke. I mean, there's sort of a string of stories in June and July.

JESSE GRUND: Yes. That's correct. No one's ever confirmed whether or not those stories were true or false in some of those instances. We know that she has been a stranger to the truth at times. However, we also know that -- we don't know the extent of every story that she's fed to all of us in regards to whether or not it really was true. Were her parents actually going to break up and she was going to move out? I mean, that -- in my opinion...

VAN SUSTEREN: How about the relationship -- how about the relationship with her mother? What was that like?

JESSE GRUND: Adversarial would be the best choice of words. There was a -- I mean, when Caylee was born, the first person to hold Caylee was not Casey, it was Cindy. When Cindy would be around Caylee, she had called herself Mommy, even with Casey sitting in the room. This was not -- she'd come over to our house and tell me that she didn't want to end up being like her mother when she grew up.

RICHARD GRUND: Yes.

VAN SUSTEREN: Richard, do you -- have you been dealing with the police or with any of the -- any of the other lawyers for the other parties?

RICHARD GRUND: I haven't dealt with any of the other lawyers. I have spoken to law enforcement, and I do know, you know, most of the other players involved, but I haven't met with any of the other lawyers.

VAN SUSTEREN: How about you, Darryl? Are you talking to the other lawyers and the police?

COHEN: No, I'm not talking to the other lawyers, Greta, nor the police. And I can only say that in a case like this, as you've seen over the years, there's a lot of misinformation and disinformation, and you have to kind of shed it and go straight to the truth. And I think that the prosecution is going to do that.

VAN SUSTEREN: Jesse, one last question to you. If Casey were here tonight, what would you say to her?

JESSE GRUND: Greta, I don't know if there's anything I have to say to her right now because -- I hate to beat a dead horse, as they say, but the person that you're showing in the photos right now, that's not the same person. I don't know her. And if that was the same person, I'd tell her to stop lying and tell the truth. But I wouldn't have to tell that to that person because this wouldn't be happening.

VAN SUSTEREN: I can tell you loved that little girl, too.

JESSE GRUND: I said a piece of paper couldn't tell me not to love her like my daughter.

VAN SUSTEREN: Gentlemen, thank you very much. And we, of course, are staying on the story, but I certainly appreciate you coming here and talking to us tonight.

COHEN: Thank you, Greta.

RICHARD GRUND: Thank you, Greta.

JESSE GRUND: Thank you, Greta.

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