Since the variety program's premiere on Oct. 10, O'Donnell has tackled topics from her renewed, menopausal sex drive to police brutality at the Occupy Wall Street protests.
In an interview Thursday, O'Donnell says she's had Winfrey's full support.
O'Donnell says Winfrey told her to "trust your instincts, go with your gut.' And O'Donnell says, "That's what I've been doing."
"The Rosie Show" is a mash up of celebrity interviews, standup comedy, musical acts, games and reality TV. It's garnered mixed reviews and lackluster ratings, but O'Donnell remains optimistic.
She says, "We're going slow and steady. It's a marathon, not a sprint."