"It was actually the all-girls network," the retired trailblazing news anchor tells Page Six. "Ellen Chenoweth, the renowned casting director … was handling The Undoing and was looking for a network anchor who could play him/herself, but who was not working now. Ellen is good friends with a girlfriend of mine, Vicki Gordon, who was a senior producer and executive story editor at 60 Minutes. Vicki said, 'How about Connie?,' so when Ellen called me and told me it was a Nicole Kidman/David E. Kelley project, I was in. She said I’d be playing myself on a news program similar to the type of show I would host on CNN, and that I’d be questioning the Hugh Grant character, who’s suspected of killing his girlfriend. I really didn’t know much about the plot and they gave me nine pages (of dialogue) to learn." ALSO: A $3 million New York City townhouse plays the home on The Undoing.