Bush was reading with a group of schoolchildren in Florida when he got word a second plane had hit the World Trade Center.
He showed little reaction and went back to the reading for several minutes.
In an interview that will air on the National Geographic Channel next month, Bush says: "My first reaction was anger. Who the hell would do that to America? Then I immediately focused on the children. I didn't want to rattle the kids. I wanted to project a sense of calm."
When asked about his reaction when he learned Osama bin Laden had been killed, he says he was not happy or jubilant, but felt grateful justice had been done.