Dobbs was asked by Fox News' Bill O'Reilly if he is considering a Senate run in New Jersey.
"A lot of things are on my mind, I'm not going to be coy about this," Dobbs said, though he neglected to answer the question directly. He went on to say he is "thinking about a lot of opportunities."
O'Reilly then asked Dobbs if President Obama is "the devil." (Yes, you read that right.)
"He's not the devil, but he is certainly a man who is right now not making it easy to understand why he's making the public policy choices that he is," said Dobbs, who left CNN to "carry the banner of advocacy journalism" in a more appropriate venue, in the words of network president Jonathan Klein.
Dobbs went on to question "what is taking so long to come to a decision on Afghanistan," as well as "why it is so necessary to turn over a sixth of the economy to the United States government."
Dobbs agreed with O'Reilly's suggestion that the president is "mismanaging" the country.
At the Baltimore Sun reports, Dobbs said CNN management never complained about his strong views on immigration, long a bone of contention for immigrants' rights groups. He told O'Reilly he "had absolute editorial control."
"The only issue that came up in the last 90 days of my employment there was that Jon Klein and I had talked about the issue of opinion itself and advocacy journalism, and he wanted to take the network in a different direction," he said.
Dobbs also talked about a gunshot fired at his home, which he has suggested resulted from his views on immigration.
The gunshot "followed months and months of threats on the issue of illegal immigration over our phone...and it became a matter of some intensity in the last two or three months preceding that shot," said Dobbs. "And there are those on the far left who say it just didn't happen....Well, here's the conclusive evidence to my thinking and to my wife's, and that is the threats stopped on that very day that that shot was fired."