According to reports, the show was put on hold because of his involvement in an alleged welfare fraud scheme.
The Mississippi Department of Human Services sued dozens of people in May, accusing them of swindling millions of federal welfare dollars. According to the Mississippi state auditor, the funds may have been used to build a new volleyball stadium for his daughter.
In a series of text messages released in a court filing, Favre sought reassurances from a nonprofit executive that the public wouldn't know he was trying to get millions of dollars in grants from the Mississippi welfare agency.
The man has denied any wrongdoing.
He has hosted a show on the satellite radio company, "The SiriusXM Blitz With Bruce Murray", which airs on Tuesday's. According to NBC Sports, there is more than one company that has distanced itself from the man.