“Obviously, I didn't kill my daughter,” Anthony said, according to Morgan. He discussed the conversation during an interview with Anthony's attorney, J. Cheney Mason, on Piers Morgan Tonight Tuesday.
“If anything, there's nothing in this world I've ever been more proud of, and there's no one I loved more than my daughter,” Anthony reportedly told Morgan.
Anthony was acquitted of murder charges in connection with Caylee's death last July. She is currently serving probation for unrelated charges somewhere in Florida.
Aside from a few leaked video clips, the public has heard little from Anthony since her trial.
“What she wanted to get over straight away, loud and clear, I didn't kill my girl,” Morgan said of the conversation. He said Anthony also told him she was "ashamed" of the person she used to be.
According to Morgan, Anthony referred to Caylee as “my greatest accomplishment.”
For the latest on the case, watch Nancy Grace weeknights at 8 p.m. and 10 p.m. ET on HLN.