On his radio show Monday, Hannity said, "I never retained him in the traditional sense" and said he believed his conversations about legal questions were confidential.
"I've known Michael a long, long time. Let me be very clear to the media. Michael never represented me in any matter. I never retained him in the traditional sense as retaining a lawyer. I never received an invoice from Michael. I never paid legal fees to Michael," Hannity said.
"But I have occasionally had brief discussions with him about legal questions about which I wanted his input and perspective," he added. "And I assume that those conversations were attorney-client confidential."
Hannity added, "not one of any issue I ever dealt with Michael Cohen on ever, ever involved a matter between me and any third party."
Fox News host Shepard Smith acknowledged Hannity's connection to Cohen on the air Monday.
"We just spoke with his publicist here at Fox News who says that he says they have been friends a long time, he never denied that he was his lawyer, that he did some legal work for him along the way, and that's the extent of that," Smith said.
Michael Cohen's mystery third client is Sean Hannity - CNNPolitics