Arizona Sen. Mark Kelly appears on The Daily Show

NEW YORK (NBC, KYMA) - Sen. Mark Kelly (D-Ariz.) is defending his appearance in a video calling on troops to resist unlawful orders.

Sen. Kelly appeared on Comedy Central's The Daily Show Monday night, the same day Defense Secretary Pete Hegseth issued a Letter of Censure for Kelly due to his participation in the video.

Kelly told host Jon Stewart he stood by the video, and said he would not be intimidated by Secretary Hegseth.

"Here's the thing, they're trying to intimidate all of us. Of course, don't say something they don't like, and especially for members of the military, retired members like me, keep your mouth shut, or they're coming after you. They're going to take away your pension. So this is much bigger than me. It was the right way. And the only thing I would change is...better music because the message was important right now, it was especially important.

It's a reflection of the person at the top. It always is in any organization. I've run things before. In my career, I was a commander of the space shuttle. I had, you know, it here, to a set of values with my people, and I wanted certain stuff out of them. I expected things. I also, in my case, I expected them and demanded that they they often disagree with me. That's not this president, and I think he's got a major ego problem."

Sen. Mark Kelly (D-Ariz.)

Hegseth said that the Censure was a necessary process step to proceedings that could result in a demotion from Kelly's retired rank of captain in the U.S. Navy.

The Pentagon announced an investigation into Kelly's participation in the video last year, with Kelly saying the investigation was part of an effort to silence dissent within the military.

To watch the full interview, click here.