Tony Delahunty's interview with Mr Anderson, who lost the conservative whip at the weekend for his comments, went out on this morning's Breakfast Show with John B Tannen.
Mr Anderson told Mansfield 103.2 says he didn't apologise as a matter of principle but said his words were a little clumsy.
The Ashfield MP didn't comment on the possibility of him joining the Reform political party and said he was due to meet with the Conservative chief whip next week.
You can listen to the full interview here