Trump's comments came in an interview that was taped at the White House last Friday as part of Fox's Super Bowl coverage. Fox News has been airing new segments of the interview on O'Reilly's prime-time show.
In the portion that aired Tuesday, Trump also defended himself against criticism that he makes comments without factual evidence to support them, such as his unsubstantiated claim that millions of undocumented immigrants voted illegally in the November presidential election.
"Well, many people have come out and said I am right," Trump said. "You know that."
"I know," O'Reilly responded. "But you've got to have data to back that up."
Trump went on to claim that "many, many dead people" appear on the voter registration rolls and have voted, as well as people who are registered to vote in two states and cast ballots in each.
"There's a lot of bad things happening," Trump said. "Look, Bill, we can be babies, but you take a look at the registration — you have illegals, you have dead people, you have this, it's really a bad situation. It's really bad."
Trump's statement is false. There is no evidence of widespread voter fraud from dead people voting, people voting in two states or undocumented immigrants voting.
Trump said he has directed Vice President Pence to lead a commission to investigate allegations of voter fraud.
"We're going to look at it very, very carefully," Trump told O'Reilly.