Daniel Penny couldn't bear the guilt of Jordan Neely harming subway passengers.

Daniel Penny, a New York City Marine veteran, spoke with Judge Jeanine Pirro in his first interview since being acquitted of criminally negligent homicide for the subway chokehold death of Jordan Neely.

"In a preview clip on "The Five" Tuesday, Penny stated that the person was threatening to kill others and go to jail forever. Now, she is lying on the ground with him in a vulnerable position. If she had just let him go, he could have turned around and started doing what he said, which was to hurt her."

In May 2023, nearly two weeks after being questioned and released following a deadly encounter with Neely, who was high on drugs and threatening to kill people on a Manhattan F train, Penny was arrested.

The guilt I would've felt if someone did get hurt, if he did do what he was threatening to do, I would never be able to live with myself. And I'll take a million court appearances and people calling me names and people hating me just to keep one of those people from getting hurt, or killed. — Daniel Penny

Penny characterized himself as a non-confrontational individual. He stated that the attention he has received since the incident, including both positive praise and negative criticism, makes him uneasy.

"He stated that he did not desire any attention or praise, and he still maintains this stance. The guilt he would have experienced if someone had been harmed, even if he had carried out the threat, was unbearable. He would endure a million court appearances, being called names, and being hated by people just to prevent one of them from being hurt or killed."

WATCH: Daniel Penny speaks out for first time since acquittal

Penny criticized the policies of officials, including Manhattan district attorney Alvin Bragg, as politically motivated and ineffective.

He stated that the general population is not in support of certain policies, but their egos prevent them from admitting their mistake.

At the time of his death, Neely had an active arrest warrant and a long criminal history. He suffered from schizophrenia and had a drug abuse problem. Prior to his encounter with Penny, a subway rider had been stabbed with an ice pick, and a PBS reporter had been sucker punched on another train. Additionally, more than 20 people had been shoved off of subway platforms in the year leading up to Penny's arrest.

Straphangers were on high alert due to a climate of fear, as Penny referenced other cases in a voluntary interview he gave to police after remaining on scene.

"He spoke incoherently...yet these men are shoving individuals in front of trains and other acts," he informed detectives. Despite being released without charges, Bragg's office obtained an indictment 11 days later.

Neely shouted that someone would "die that day," as testified by 19-year-old student Ivette Rosario.

"The tone he used while saying it scared me," she admitted. "I've encountered similar situations, but not like that."

On the day of his death, Neely was able to intimidate subway passengers, and it was Penny who Bragg attempted to incarcerate.

Testimonies revealed that Neely's threats were more frightening than a typical subway outburst. Witnesses were grateful for Penny's intervention.

A Long Island native, Penny, a Marine veteran who received a humanitarian award for helping hurricane victims, is described as calm and empathetic during trial testimony. He played lacrosse and was in his school's orchestra as a teen and worked two jobs while studying architecture at the New York City College of Technology following his honorable discharge.

The full interview will stream Wednesday on FOX Nation.