In an interview with the Wall Street Journal published Thursday night, Dietl said Fox used him to get information on former Fox anchor Gretchen Carlson and a former producer, Andrea Mackris.
Carlson accused ousted Fox CEO Roger Ailes of sexual harassment last year. Mackris accused the network's firebrand anchor Bill O'Reilly, who was fired in April, of inappropriate conduct several years ago.
Both women received multimillion dollar settlements. Ailes and O'Reilly have consistently denied the accusations.
The Journal reported that Dietl, who was an on-air contributor at Fox and is now running for mayor of New York, "had an investigator eavesdrop on Ms. Mackris's conversations at an establishment, in an effort to show she wasn't under duress from alleged harassment."
Fox is under federal investigation over suspicion that the network misled stockholders by hiding its legal settlements with women who accused its executives of sexual harassment.