"The Departed" star began his show, "Here's The Thing", on New York public radio station WNYC nine years ago, and has interviewed a string of big names on air, including actress Julianne Moore, funnyman Chris Rock, and British rocker Peter Frampton.
But Alec reveals it was his 2020 interview with Allen that prompted the move, because he wasn't comfortable when WNYC bosses insisted he quiz the controversial filmmaker about the sexual misconduct allegations levelled against him by his estranged adoptive daughter, Dylan Farrow.
For years, Allen has denied claims he acted inappropriately with Dylan when she was just seven years old, and the Oscar winner has never been charged in connection with the alleged incident.
The awkward demand helped Baldwin decide he would soon be "out of there", referring to WNYC, because aggressive questioning simply isn't his style.
"The beginning of the show is the billiard break," he explains to Billboard. "You want to ask the question that opens up to multiple opportunities after that. It's never confrontational. You never want to make anyone feel uncomfortable...
"The goal is not to snatch things from people... This is a show about appreciation... We're not here to... probe people about their problems or reversals."
The dad-of-six can count fellow famous podcast hosts like Will Ferrell and Questlove among his new colleagues at iHeartPodcast, and network president Conal Bryne insists his latest on-air personality has his best work ahead of him.
"I think Alec is actually one of the best interview shows in media today," he shares. "Here's The Thing highlights a whole other part of (Alec) that is deeply intellectual, incredibly smart.... And he does something that the best folks in media do: He makes what he does look extremely easy."
Alec will host his first new show on iHeartRadio on January 12, 2021. He has not yet named his special guest.