O'Donnell, who once ran an ad campaign to deny links to witchcraft, cut short the interview shortly after demanding Morgan stick to questions about her new book on politics and Tea Party conservatism, ABC reported.
Morgan looked bemused as O'Donnell repeatedly refused to discuss her position on gay marriage and gays in the military, before finally asking why she had become "so weird" when the topic came up.
"I'm promoting the policies that I laid out in the book that are mostly fiscal, that are mostly constitutional," she said. "That's why I agreed to come on your show. That's what I want to talk about. I'm not being weird. You're being a little rude."
Morgan responded by saying he was "baffled" by the allegation of rudeness.
"I think I'm being rather charming and respectful. I'm just asking you questions based on your own public statements and, now, what you've written in your own book. It's hardly rude to ask you that, surely."
O'Donnell then asked whether "as a host" Morgan shouldn't stick to what the interviewee wanted to discuss.
"Uh, not really, no," Morgan responded. "You're a politician."
O'Donnell then ended the interview, telling Morgan he was rude and she had other appointments to attend, as a figure stood between her and the camera.
"It would appear that the interview has just been ended because I had the audacity to ask questions about the issues that are in this book," Morgan said.
Later on Twitter the former British tabloid editor said O'Donnell "wasn't happy about me quizzing her re views on witchcraft and sex."
"But really flipped at gay marriage Qs. Ripped mike and fled," he continued, according to Reuters.
"My first ever walk-out in 25 years of interviews. I guess viewers can decide if I was 'rude' or not ... "
Reuters said O'Donnell became a "late-night punchline" after her "I'm You" campaign ad in which she denied accusations of witchcraft.
ABC News's Michael S. James wrote: "Whatever you do, stay on message when interviewing Christine O'Donnell."