PHOENIX - The same day that a federal judge rejected former Maricopa County Sheriff Joe Arpaio’s request to erase all records of his criminal contempt case, Arpaio told a reporter that his fight wasn’t over.

On Thursday, Judge Susan Bolton refused a request to throw out a ruling that explained her reasoning in finding the lawman guilty of a crime.

Arpaio wanted the ruling thrown out in a bid to clear his name and prevent it from being used in future court cases as an example of a prior bad act.

“I think I would like that wiped off the record,” Arpaio said in an interview with NBC Los Angeles.

Bolton says President Donald Trump's pardon only mooted Arpaio's possible punishment.

Trump pardoned Arpaio in August, after hinting at the possibility just days earlier during a rally in Phoenix.

“I know on the pardon it had nothing to do with friendship. He did the right thing. He knows I’m not guilty. And I’m not done with that yet,” said Arpaio, during the interview Thursday.

Arpaio did the interview at a Trump golf course Thursday, where he traveled to help campaign for GOP candidate Omar Navarro.

During the interview, Arpaio also alluded to a contentious relationship with the Los Angeles mayor, who visited Phoenix during the 2016 campaign, which Arpaio eventually lost.

“Of course he had the big T-shirt, ‘Arrest Arpaio’,” said Arpaio.

He used the interview to repeatedly reiterate his innocence.

“I am not guilty. I am not guilty,” Arpaio repeated.

On Thursday and in previous interviews, Arpaio questioned the timing of the charge against him, the fact that it wasn’t a jury trial, and said he was charged with the wrong charge.

“I could go on and on,” he said.

Arpaio said he’s going to continue the legal fight because he’s worried “what they did to me, they can do to anybody.”

While Arpaio said he never asked for the pardon, he did speak of his relationship with Trump, recounting a story of how Trump showed support for Arpaio’s wife while she battled cancer.

“She was diagnosed with cancer and all through treatments she was watching Trump. I told him that and he called her. And he called her many times after,” said Arpaio.

Arpaio also called Trump his hero. “This president’s different. He has a heart.”

After the ruling Thursday, Arpaio’s attorney Jack Wilenchik said it would be appealed.

“I’ll be doing things very soon that prove my case. I’m not done with that one yet,” Arpaio said.

The contempt of court conviction stemmed from Arpaio's disobedience of a court order to stop his immigration patrols.

Bolton had previously ruled the pardon would stand and dismissed the case.

The Associated Press contributed to this report.