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It was an emotional moment for the 73-year-old, who announced earlier this week that he will step down as the club's manager at the end of the season.
After spells at Inter Milan, Liverpool, Fulham and West Brom, to name just a few, the experienced Hodgson will likely step down from management after this weekend's finale against his former side at Anfield.
:notes: ' ... :notes:- Football on BT Sport (@btsportfootball) May 19, 2021
Roy Hodgson walks out at Selhurst Park as the manager of Crystal Palace for the final time :heart: pic.twitter.com/5al0v6kUJC
He has achieved a great deal in that time, including a four-year spell in charge of the England national team, and many will remember him for his cool, calm and collected nature in the dugout.
In the below clip, Hodgson says his West Brom side were "rocked back" by a penalty decision he found hard to accept.
The reporter then asks which decision he meant and well, the interview takes a turn for the worse.
The incident in question involved former Arsenal player Jerome Thomas, who fouled Fabrice Muamba in the penalty box before Ivan Klasnic fired in from the spot to equalise.
Hodgson follows up his confrontation with the reporter by saying: "There wasn't a f***ing penalty in the whole game. There wasn't one of those ridiculous situations in the game.
"That didn't happen so let's just talk about our performance."
The interview for Match of the Day is awkwardly restarted as a clearly frustrated Hodgson begrudgingly answers a number of questions before storming off.
I'll always remember Roy Hodgson for appearing in one of my favourite post match interviews :joy:pic.twitter.com/jqxWfe77K0- Gilles :flag_ng::flag_gb: (@GrimandiTweetss) May 18, 2021
What is your favourite Roy Hodgson memory? Let us know in the comments.
Featured Image Credit: BBC
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