Former Gov. Mike Huckabee (R-Ark.) is defending Donald TrumpDonald John TrumpAssange meets U.S. congressman, vows to prove Russia did not leak him documents A history lesson on the Confederacy for President Trump GOP senator: Trump hasn't 'changed much' since campaign MORE from calls for the GOP front-runner to release his tax returns.

“Never help someone load a gun when it’s pointed at your own head,” he advised Trump on Fox Business Network’s “Cavuto Coast to Coast" on Thursday. "You’re going to find that it never ends well.

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“Why do we have a right to see somebody’s tax returns if they have given us what the government requires?” Huckabee asked host Neil Cavuto. "To make it the single qualification to be president, I find to be absurd.”

Huckabee's comments were in response to 2012 GOP nominee Mitt Romney who has been hammering Trump over the last two days to release his returns.

Romney claimed Wednesday that he had heard there was a "bombshell" hidden in Trump's records that voters should learn about.

Huckabee noted that Romney facing similar scrutiny as the GOP nominee four years ago.

“I remember when [Senate Minority Leader] Harry ReidHarry ReidOPINION | 5 ways Democrats can win back power in the states THE MEMO: Trump's base cheers attacks on McConnell It's time for McConnell to fight with Trump instead of against him MORE [D-Nev.] on the floor of the Senate said, ‘the word is out – Mitt Romney hasn’t paid any taxes’ – and he just made that up out of thin air,” he said of the 2012 presidential campaign.

“I was really disappointed when Mitt took that approach because I thought, ‘Mitt, you were the victim of that kind of speculation. You shouldn’t do it to Donald Trump.”

Huckabee said the media was unfairly hounding Trump.

“The media’s going to beat him up over it if he doesn’t release it,” he said. "Newsflash – if he does release it, the media’s going to beat him up over what he releases. It really doesn’t matter.”

Huckabee ended his own 2016 presidential bid earlier this month.

Trump’s campaign announced Thursday that Mike Huckabee’s daughter, Sarah Huckabee Sanders, is joining its team as a senior advisor.

Trump has responded to Romney by saying he is in “no rush” to make his returns public. Trump says his complicated business dealings make it a difficult task.