Megyn was in Nashville last week for an interview with Shawn Ryan. He first came on The Megyn Kelly Show for a special Memorial Day episode in 2024 and, as Megyn put it, a “beautiful friendship was formed.”
She went on The Shawn Ryan Show for his signature lengthy sit-down a couple months later, where they had a wide-ranging conversation about her career, the demise of mainstream media, family, and more.
Needless to say a lot has transpired in the 18 months since. In the new episode released Monday, Megyn and Ryan discussed how the political landscape has changed since President Donald Trump took office, that state of foreign policy, and more. The former Navy SEAL also gifted Megyn with SIG Sauer 9mm pistol complete with a Silencer Shop silencer. And once the cameras stopped rolling, the real fun began.
As Megyn teased on Friday, she paid a visit to Ryan’s range to “shoot some shit” and now we have the photo and video evidence of how that went. Watch:
While Megyn had tried to keep expectations low during the interview, she more than held her own! Keep scrolling for some pictures from the range.
Safety First

First up, Ryan gave Megyn a lesson on how to use her new pistol. His advice? “Business handshake. Not over-squeezing it, not limp-wristing it.”
Taking Aim

Then, it was time for Megyn to show off her skills. She hit steel targets from multiple distances before swapping out her firearm.
Round Two

Before calling it a day, Megyn fired off a few rifle rounds. When Ryan asked her if it was more fun to hit steel targets or turn off candidates’ mics during presidential debates, Megyn said “both are playing with fire” but they each offer “a different kind of adrenaline.”