Hall's ID series, "Deadline Crime," begins its second season this spring. Hall hasn't talked about her own family's story as part of the series, but she opened up about her regrets Thursday at a news conference.
"I feel that I failed my sister, because I knew there was domestic violence happening but I didn't know what to say," Hall said.
Hall said her sister had been visiting her, and then she discovered that her sister had let a person in the home who had assaulted her.
"She was beaten, my house was torn apart," Hall said. "I kicked the person out of my house. The next morning my sister had let him back in.
"Rather than hug her and stick beside her, I kicked them both out," Hall said. "And I didn't talk to my sister for three months. And now with this show and talking to other victims, I try to teach others what I believe I did wrong, which is, I should have hugged my sister and I should have found help for her."
Hall said interviewing people for the show has given her the opportunity to let people know they are not alone if they are struggling with the idea that they should have done something different for loved ones involved in tragic crimes.
Hall said her sister's body was found face down in the swimming pool in her backyard. Her hair had been ripped from the back of her head and her nails were gone. Detectives told her they believed they knew who did it, but no one has been charged.
Hall said she met a truck driver from the Midwest whose daughter had been murdered. She felt a distance during the interview, until Hall opened up and told about her sister's killing.
"This man, the toughest Wisconsin kind of guy you will ever meet, broke down crying, and we hugged, and the interview changed," she said. "He opened up. And the case is still unsolved, and her body has not been found. But I tell you, I've met a person I will love for life and who I believe loves me."
Hall anchors a weekday news program on MSNBC and is a substitute host for NBC's "Today" and "Weekend Today." She makes the series for NBC's production company, which sold it to ID.
Henry Schleiff, head of Investigation Discovery, said there are lot of programs that trace the details of crimes, but none of them has someone with Hall's experience.
"I think it comes out in the show," he said.