Arpaio, 86, was facing six months in jail.
Cohen's show has been making headlines all over the country in recent weeks because of Cohen's interaction with political figures, like the Georgia house representative who used a racial slur and showed his butt on the show.More news: Kris Aquino dazzles in yellow at 'Crazy Rich Asians' premiere in Hollywood
In Sunday's interview, Cohen's character asks Arpaio to explain "what Communists are trying to do to stop people having guns" as he unboxes the Shopkins figurines.
"I'm dying to bring it back", said premium cabler boss David Nevins today at the TCA of the gotcha series from the Borat creator, admitting it "will be a process" because of the secrecy involved.
"You have 43 guns?"
Cohen also unwrapped a Shopkins doughnut toy that claimed all guns should be taken away because they are risky.More news: Hamas militants killed by Israeli artillery fire in Gaza
Later in the interview, Cohen asked Arpaio knew if Trump had had a "golden shower" and began spouting gibberish as the former sheriff looked on.
"The bad guys are going to get their guns. It's gonna kill you", he said, pointing his finger at D'lish Donut. "I'm hoping that somebody else in there has a gun, and will shoot that person before he shoots you".
Arpaio told Breitbart that Cohen "came up with certain words" that were hard for him to hear, and that certain phrases made him "very uncomfortable" - so uncomfortable, he typed notes to document the unusual encounter.
Showtime kept the first season a secret for almost a year as Cohen and crew worked on it, and then maintained another week of silence between announcing the series and surprise dropping it in July.More news: Everton land Barcelona's Yerry Mina and Andre Gomes and Brazil international Bernard
"I started to get a little angry, a little sad, but I went through it", he told the Arizona Republic. Arpaio told the newspaper.