Speaking to Billboard, Baldwin said he chose to leave WNYC after inviting Allen on his show and being asked to include questions about the sexual abuse allegations in the ensuing conversation.
Farrow, Allen and Mia Farrow’s daughter, has accused Allen of sexually abusing her when she was seven years old.
Baldwin has hosted Here’s the Thing, an interview programme, on the New-York-based WNYC since 2011.
Baldwin has starred in three of Allen’s films, and has long defended the director against the claims.