"I've had Fraser Anning, I've had Brian Burston, I've had a whole list of them, David Oldfield – you name them – where are they now?"
As tears roll down Senator Hanson's face, Grimshaw asks her: "Why are you still in it? Look at you, why don't you walk? Look at what it's doing to you".
The full interview will be aired on A Current Affair tonight.
Earlier today, Hanson stormed off from a press conference after her Queensland leader was forced to resign over leaked strip club footage.
One Nation's Queensland leader Steve Dickson has been caught in a video in a US strip club appearing to grope and proposition exotic dancers and making racist remarks.
The married 56-year-old says at one point, "I've done more Asian than I know what to do with".
He resigned over the footage.
In the video, Dickson appears to continually grope a stripper's breasts, places one-dollar notes inside her G-string and remarks about one of the girls, "Now that young lady has a wonderful set of cahoonas."
The footage, secretly filmed in a Washington club by broadcaster Al Jazeera, was screened on Channel 9's A Current Affair, which broadcast it for the first time.
Speaking to reporters from her home, Hanson said she was "both shocked and disappointed at the vision I was forced to watch".
Hanson said Al Jazeera had "conveniently" given the tapes to A Current Affair less than three weeks out from the federal election but she was unable to "ignore or condone" the footage.
"I am both a mother of three boys and the only female leader of a political party in this country. I wouldn't tolerate my own children behaving this way towards women," Hanson said.
The press conference quickly turned heated when Hanson was again asked about Steve Dickson previously being caught on camera trying to get funds from the NRA.
The former Queensland leader and Hanson's chief of staff James Ashby were exposed in an Al Jazeera investigation earlier this year by an undercover journalist posing as an NRA lobbyist.
"Sorry. They were not talking to the NRA. That was to the Al Jazeera journalist. Sorry. You're wrong," Hanson said.
As the reporter attempted to tell Hanson she "couldn't argue" her candidate had tried to get funding from the NRA for her party, the One Nation leader stormed off.
In the video, Dickson says: "Mate I haven't been to one of these for a long time."
After that he says, "you know what's good about this?" and then makes a remark about seeing "titty".
One dancer, in whose G-string beneath the table he appears to be planting dollar notes while he whispers in her ear exclaims, "he's so demanding … he says you haven't touched my ****".
Dickson remarks: "I am going to give her my address. She can come and *** me."
He says of one dancer, "she's ******* beautiful".
As he leaves the club, Dickson yells at the women, "Australia … you are beautiful, stunning".
Dickson was filmed secretly by the same undercover Al Jazeera crew discussing guns with the American gun lobby.
Following release of that footage, One Nation leader Pauline Hanson described Dickson as a family man and "a "friend".
Dickson is a former Liberal MP for the Queensland electorates of Kawana and Buderim, on the Sunshine Coast.
He served as sports, national parks and racing minister for former Queensland Premier Campbell Newman between 2012 and 2015.
