The information about Megyn Kelly’s reaction to Jay Leno’s remarks on Stephen Colbert’s cancellation is not available in the provided search results.

The search results only contain information about CBS announcing that “The Late Show with Stephen Colbert” will end in May 2026. CBS stated this was “purely a financial decision” and that they will retire “The Late Show” franchise entirely. Colbert announced the news to his audience during Thursday’s taping at the Ed Sullivan Theater.

However, there is no information in the search results about Megyn Kelly’s commentary or Jay Leno’s remarks regarding this cancellation.