Article continues below advertisementMegyn Kelly didn't approve of the jaw-dropping sheer dress Sydney Sweeney wore to Variety's Power of Women event on the night of Wednesday, October 29.The journalist - who said she's a fan of the actress - addressed her scandalous outfit on the Thursday, October 30, episode of "The Megyn Kelly Show."Article continues below advertisementMegyn Kelly Disapproves of Sydney Sweeney's Sheer DressSource: @megynkelly/youtubeMegyn Kelly said she 'objects' to Sydney Sweeney's sheer dress.