The TV star, 57, appeared on the Friday daytime show with Alison, who replaced Ruth Langsford and Eamonn Holmes after their exit.
Graham opened up about his new weekend role on Virgin Radio before the TV presenter continued the conversation, asking if he still had his dog.
In response, he replied bluntly, “No, dead. ”
Luckily there was some laughter in the studio, but some viewers frowned upon Alison’s question as they thought she might have been “callous.”
Speaking on her Sunday radio show, Graham defended her and explained, “Now I meant that yesterday, big up Alison Hammond. She’s had so many criticisms for apparently, you know, being callous or bothering me.
“Because I did This Morning and she said, ‘Oh, how’s your dog?’ and I said, “Oh, it’s dead”.
“And I did it on purpose to be awkward. And it was going to be funny. It was funny.
“And I think she thought it was funny and Dermot thought it was funny. I found that funny.
The presenter added that some viewers “misinterpreted” what Alison said because they were wrongly criticizing her for being “awful”.
“So I love Alison Hammond and if there was any embarrassment it was my fault,” he continued.
“I did a bad thing with it. That’s the other thing, I feel like people think I’m a little heartless then.
“I was deprived when the dog left, but now I can use it for comedy. ”
* This morning is broadcast on weekdays on ITV.
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