Don Lemon predicted his eventual arrest a week before federal agents took him into custody, while speaking about the news that a judge had rejected the Justice Department’s initial attempt to indict him.

“Look, I’m not naive,” Lemon said during an interview with Scripps News‘ Alisyn Camerota on Friday, Jan. 23.

“I think they’re probably going to try again and again to shame like they did with James Comey and everyone,” he added, referencing the indictment of the former FBI director in September, which was later dismissed.

“If one doesn’t work they try something else and that fails and they try something else and then they just don’t give up because they want to save face,” he said. “I don’t know what’s next.”

Camerota noted the federal magistrate judge’s prior comment that the Department of Justice “didn’t have a case” against Lemon, asking, “But you think it’s not over?”

Lemon, 59, replied that it didn’t matter “if there’s no law to fit,” predicting that President Donald Trump’s administration will “go around a judge and just do it themselves.”

“It doesn’t matter,” he said.

The conversation came a week before Lemon’s arrest by federal agents.

The former CNN anchor’s attorney, Abbe Lowell, said in a statement on Friday, Jan. 30, that Lemon “was taken into custody by federal agents last night in Los Angeles, where he was covering the Grammy awards.”

The FBI confirmed the arrest to PEOPLE, saying, “[Homeland Security Investigations] & FBI arrested Mr. Lemon last night in Beverly Hills at approximately midnight based on a federal warrant issued in another district.”

PEOPLE contacted Lemon’s lawyer for additional information.

Lemon’s arrest stems from a Jan. 18 protest at a church in St. Paul, Minn., where demonstrators interrupted a religious service to protest against immigration enforcement, chanting, “ICE out.”

Prosecutors have accused Lemon of violating a federal law that protects the right of people to participate in services at houses of worship, The New York Times reported, but Lemon’s attorney said he entered the church as a journalist covering the protest. 

“Don has been a journalist for 30 years, and his constitutionally protected work in Minneapolis was no different than what he has always done,” Lowell wrote in a statement.

“The First Amendment exists to protect journalists whose role it is to shine light on the truth and hold those in power accountable,” the attorney continued. 

During his Jan. 23 interview, Lemon said that the government’s concerns with the demonstration pertain to protesters, adding, “I was not a protester.”

Lemon said his arrest would stem from being the “biggest name” at the demonstration, saying, “If they get a Don Lemon, woohoo, that’s a victory.”

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Justice Department officials have said “they intend to prosecute protesters they believe crossed the line from activity protected by the First Amendment into unlawful conduct,” The New York Times reported, while protesters in Minneapolis have said their constitutional rights are being violated amid the Trump administration’s aggressive federal immigration crackdown.

Minneapolis residents remain on high alert following the fatal shootings of two American citizens by federal immigration agents: Renee Nicole Good, who was shot on Jan. 7, and Alex Pretti, who was killed two weeks later on Jan. 24.