A Ku Klux Klan grand dragon was left stunned in an interview Friday when the radio host told him that Jesus was not white.

William Walters of the East Coast Knights of the Truly Visible Empire was at a loss for words when Alan Colmes challenged his racism and alleged Christianity.

"Can a black get into your group?" the Fox News host asked.

"No," Walters answered. "It's a white Christian organisation."

Colmes then brought up Jesus' ethnicity.

"Jesus wasn't white," he told Walters. A few seconds of silence went by before Walter responded.

"Um... I... I don't know that. I don't know what he was."

"Jesus was Mediterranean; Jesus was olive-skinned," Colmes said.

"He wasn't black either," Walters retorted.

"No, but he wasn't white," Colmes answered.

Walters was on the program to explain how he was kicked out of a Philadelphia neighbourhood watch group two weeks ago for trying to recruit a man into the KKK.

"Part of our bylaws state that members must promote harmony in the neighbourhood, and we all know that harmony is not what the KKK is about," town watch president Joe Nicoletti told Philadelphia Magazine.

Walters told the Magazine that the town watch is discriminating against him.

"My rights were infringed upon," he insisted. "I can't believe in what I want to? This has infringed on my First Amendment rights. It's reverse discrimination."

The Pennsylvania KKK second-in-command told Fox News that the group promotes racial purity, and compared interracial relationships to rabbits and squirrels attempting to mate. However, Colmes reminded Walters that black and white humans are of the same species.

The interviewer repeatedly asked Walters to admit that the KKK is a white supremacy or white separatist group, and not a Christian faction.

Walters, however, insisted that the KKK is just a Christian organisation that protects the interests of white people – not a hate group.

"I have quite a few friends that are black people," Walters said. "My best friends are black."