Lou Dobbs is heading to Fox News — but not for what you might think. Dobbs, whose announcement Wednesday that he is leaving CNN set off speculation that he's joining Fox News or Fox Business, will sit down with Bill O'Reilly for an interview Monday night, Daily Finance's Jeff Bercovici reports. In July, O'Reilly defended Dobbs's right to free speech, and Dobbs almost appeared on "The Factor." The New York Times reported in October that the Fox Business Network was eying Dobbs for a potential position.