I watched the segment and he did NOT attack her. He, did however, let it be known that he was quite aware of the tactic she was using - acting like he was on the witness stand and only wanting him to answer with a yes or no. He called her on that, as he should have. She kept interrupting him several times as he attempted to answer her question.
If you haven't read this I recommend it as the full history of the Kelly war. She started it back when The Daily Beast wrote an article on Trump's first wife saying during their divorce she felt as though he molested her. Very revealing about Kelly and Trump's strategy for dealing with his attackers.