In 2017, the 58-year-old comedian took part in a shoot with photographer Tyler Shields in which she posed with a bloody decapitated head resembling US President Trump, sparking numerous complaints and a federal investigation but Kathy says the backlash would never have driven her out of the US.
Kathy - who was completely exonerated - told PEOPLE: ''It will p**s some people off to hear me say this, but I'm an American girl.
''I am American all the way. I complain a lot about sexism and misogyny, but I'm well aware there are many, many countries where I could not do this for a living. I am so grateful for the freedoms I have here. I've always been a student of the First Amendment, and now I really know it.''
Kathy lost endorsements deals, her tour was axed and she was dropped from her role as co-host of CNN's New Year's Eve coverage with Anderson Cooper due to the controversy.
The star was also put on the no-fly list until the FBI investigation into her was completed.
She previously said: ''Trust me, there are times when I want to distance myself from that photo, but it really is a First Amendment issue.
''They were thinking of charging me with conspiracy to assassinate the President of the United States, because I look like the typical ISIS member, right?''
And she was also sent death threats as a result of the controversial pictures.
She said: ''I admit for two days I was on a ball on the floor sobbing and yes, I had a horrible press conference and all that other stuff made it worse... everyone turned on me, left and right.
''On the one hand, I was being investigated by the feds, and on the other hand, I was getting calls from the FBI saying, 'OK, you're under a legitimate and what they say credible threat,' so a lot has happened.''
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