Watch the latest video at video.foxnews.comMegyn Kelly closed out Tuesday's The Kelly Files with a goodbye message to her fans and the network.In her sweet farewell, Kelly addressed her decision to leave Fox News at the end of the week to join NBC News, where she will host her own daytime show and a Sunday night news program."After more than a dozen years at Fox News, I have decided to pursue a new challenge," Kelly began. "This is a tough decision for me because I love this show, our staff, my crew, my colleagues here at Fox -- and you, all of you. Those who write me the lovely hand-written notes asking about my kids, and even those who very rarely complain on Twitter about our coverage after a show or a presidential debate.""Now, I don't actually know most of you. So perhaps it's not true love, but it's the kind of feeling that makes one feel connected to another human being. And that, after all, is why I believe we're here: human connection," Kelly said. "The truth is, I need more of that in my life. In particular when it comes to my children, who are 7, 5, and 3. So I'll be leaving Fox News at the week's end and starting a new adventure, joining the journalists at NBC News, who I deeply admire."Megyn Kelly leaving Fox News for NBCThe departure of Kelly, who is Fox News' second-highest rated host, is a big blow to the conservative news network. Fox News also recently lost its founding chairman Roger Ailes amid sexual harassment allegations, including by Kelly."I am very grateful for NBC for this opportunity, and I am deeply thankful to Fox News for the wonderful 12 years I've had here." Kelly said. "I've grown up here and been given every chance a young reporter could have ever asked for. The Murdoch family has been kind and good to me at every turn and my colleagues are like a second family to me. So I will miss them and this show and you, and I hope our human connection continues, albeit over a different line. Thank you for watching, with love."