'The Megyn Kelly Show' host Megyn Kelly has called out US media coverage over blaming former US president Donald Trump for being the victim of his own assassination attempt.

Mr Trump was playing golf in West Palm Beach, Florida, on Sunday (local time) when a gunman was spotted by Secret Service as little as 300m away from the former president.

"If you check the papers ... almost all are blaming this on him. It's too close to the election. So they can't just get honest about the danger to his life and their role in causing it," Ms Kelly told Sky News host Paul Murray.

"They can't make the argument that he's not a great candidate. We don't like him, and we didn't think he did a good job. Those are all fair things to say if you don't like Donald Trump instead they always have to take it to an 11."