"The president has insisted that [hydroxychloroquine] has enormous benefits for patients either trying to prevent or [who] already have COVID-19," Cavuto said on "Your World". "The fact of the matter is, though, when the president said, 'What have you got to lose?' In a number of studies [of] those certainly vulnerable, the population have one thing to lose, their lives."

Cavuto, shocked by the president's comments, went through numerous studies involving the drug and their results, including a study of VA patients that the president himself brought up.

"The VA study, to which the president alluded, wasn't a loaded political one. It was a test on patients there and those who took it in a vulnerable population, including those with respiratory or other conditions. They died," Cavuto said. "I want to stress again. They died."

The nationwide study in veterans hospitals, which was released last month, was not a rigorous experiment. But with 368 patients, it was the largest look so far at the effects of hydroxychloroquine taken with or without the antibiotic azithromycin for COVID-19.

"If you are in a risky population here and you are taking this as a preventative treatment to ward off the virus, or in a worst case scenario, you are dealing with the virus and you are in this vulnerable population it will kill you," Cavuto warned. "I cannot stress enough. This will kill you."

The host advised those who would consider taking the drug because of the president's example to not do so "casually."

"This is a leap that should not be taken casually by those watching at home or assuming, 'Well, the president United States says it's OK.' Even the FDA [Food and Drug Administration] was very cautious about [taking] this unless in a clinical trial, safely and deliberately watched," Cavuto said. "I only make this not to make a political point here, but a life and death point. Be very, very careful."