Russian President Vladimir Putin has said sanctions have had “zero effect” on Russia. Picture: Alexei Nikolsky/Sputnik, Kremlin Pool Photo via AP.

Ms Kelly announced the news on NBC Thursday, saying it would be a chance to speak to the Russian leader about allegations he interfered in the US election and attempted to influence Trump aides in the White House.

“We just got word this morning that PresidentPutin has agreed to sit with yours truly for a one-on-one interview at the conclusion of tomorrow’s forum,” she said on air.

“I’ll get the chance to ask him directly about these allegations of meddling and the prospect of our two countries working together and beyond ... so that ought to be fun.”

The announcement comes following Putin’s announcement that while individual “patriotic” hackers could mount cyber attacks, “we don’t engage in that at the state level.”

He also warned that attempts to contain Russia won’t succeed and that sanctions have had “zero effect” on the country.

Russia has been subject to sanctions from US and European countries following its annexation of Crima and actions in the Ukraine, however Mr Putin said they will likely ease because “it’s counter-productive and harmful.”

Russian President Vladimir Putin meets with Russia's children rights ombudsman Anna Kuznetsova in Moscow, Russia, Wednesday, May 31, 2017. (Alexei Nikolsky/Pool Photo via AP)Source:AP

Megyn Kelly will interview President Putin on her Sunday night show. Picture: Photo by Victoria Will/Invision/AP, File.Source:AP

Kelly has taken Trump to task on his attitude to women before. Picture: AP Photo/Alex Brandon, File.Source:AP

The interview comes when relations between the US and Russia are at a critical point with huge implications for the Trump administration.

The FBI, along with other political committees, is investigating whether Russian had any influence on the US election results or links with members of the Trump team.

Mr Trump has repeatedly denied any wrongdoing and accused Democrats of conducting a “witch hunt” against him.

However Democrats argue questions need to be answered after President Trump reportedly disclosed classified information to Russian officials and sacked former FBI director James Comey in what critics say was an attempt to “ease pressure” on him.

The FBI investigation is now being handled by a special prosecutor, Robert Mueller, appointed by deputy Attorney-General Rod Rosenstein.

Kelly also has a controversial history with Trump, having drawn his ire when moderating a debate in her former role at Fox News where Trump said she had “blood coming out of her eyes, blood coming out of her ... wherever.”

He has also called her a “bimbo”, “sick”, “crazy” and attacked her online before the pair did an interview on her Fox show, The Kelly File.

The interview will air on Sunday night, US time.