The Megyn Kelly Show
The Megyn Kelly Show

Sep 16, 2026 · 32 min

Casey Anthony’s nanny story sends police after an innocent woman

Pathological: The Casey Anthony Story — The People Who Do Not Exist — Ep. 2 | MK Confidential

The episode traces how a fabricated caregiver, collapsing explanations, and forensic uncertainty shaped the search for Caylee Anthony.

3 key takeaways
  1. 1Casey Anthony’s invented nanny used Zenaida Fernandez-Gonzalez’s identity and caused severe personal consequences for an uninvolved woman.
  2. 2Witnesses and investigators show Casey’s explanations unraveling as Caylee disappears from view and the supposed nanny’s address proves vacant.
  3. 3Authorities found Caylee’s remains and classified her death as a homicide, but the medical examiner could not determine the cause.

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Investigators establish that the alleged nanny’s apartment never existed, collapsing a central part of Casey Anthony’s account.

The brief

Casey Anthony told police that a nanny named Zanny cared for Caylee, but the name belonged to Zenaida Fernandez-Gonzalez, who said she knew neither of them.

The false identification brought harassment, job loss, and the loss of Zenaida’s home, while witnesses described Caylee as a cheerful child who regularly visited Tony Lazaro’s apartment.

As Caylee stopped appearing, Casey offered shifting explanations about nannies and grandparents; investigators then found the alleged nanny’s address had been vacant for months.

Recorded jail and family conversations expose the pressure around Casey’s story, including Cindy Anthony’s insistence that Casey help explain the nationwide search.

Casey was indicted, and months later Caylee’s remains were found near the Anthony home; the medical examiner ruled the death a homicide but could not establish its cause.

What was said on this episode

5 statements · 4 negative · 1 neutral

  1. Megyn Kellyon Zenaida Fernandez-GonzalezNeutral2:21

    Police determined Zenaida was uninvolved in Kaylee’s disappearance.

    “Police rule Zenaida out. She has nothing to do with the missing little girl.”

    Listen at 2:21

  2. Megyn Kellyon Zenaida Fernandez-GonzalezNegative2:39

    Zenaida lost her job and home after public disclosure of her information.

    “The calls keep coming. She says she loses her job and then her home.”

    Listen at 2:39

  3. Megyn Kellyon Casey Anthony indictmentNegative25:28

    A grand jury indicted Casey Anthony on murder, abuse, manslaughter, and lying charges.

    “The grand jury indicts Casey Anthony for first-degree murder, plus aggravated child abuse, aggravated manslaughter of a child, and four counts of lying to law enforcement.”

    Listen at 25:28

  4. Megyn Kellyon Kaylee Anthony’s remainsNegative29:41

    Kaylee could not have independently wrapped, bagged, and transported herself to the swamp.

    “A two-year-old cannot wrap herself up in a blanket, seal herself inside a laundry bag, put a garbage bag over that, and carry herself out to a swamp.”

    Listen at 29:41

  5. Megyn Kellyon Kaylee Anthony’s deathNegative29:55

    The homicide ruling indicates another person killed Kaylee, though the method remains unknown.

    “A ruling of homicide by undetermined means indicates someone killed this child, and officials simply cannot say how it happened.”

    Listen at 29:55

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