LOS ANGELES (Reuters) - Sony Pictures Entertainment chief executive and chairman Michael Lynton said on Friday that the Hollywood studio did not make a mistake in pulling satirical film "The Interview" after a cyber attack blamed on North Korea.

Lynton, speaking to CNN, was responding to comments made by President Barack Obama that the studio erred in shelving the film after cinemas refused to show it following unspecified threats from hackers.

"In this instance the president, the press and the public are mistaken as to what actually happened," Lynton told CNN in his first public remarks since the cyber attack began last month.

Earlier on Friday, Obama said Sony should have released the film and not bowed to pressure from hackers.

"I wish they (Sony) would have spoken to me first," Obama said. "I would have told them, 'Do not get into a pattern in which you're intimidated by these kinds of criminal attacks.'"

Lynton said Sony had "no alternative" but to pull the screwball comedy about a fictional plot to assassinate North Korean leader Kim Jong Un because movie theater chains said they would not screen the film.

"We have not caved, we have not given in, we have persevered and we have not backed down," Lynton said. "We have always had every desire to have the American public see this movie."

Lynton added that he still would like the public to see the film.

"The Interview," starring Seth Rogen and James Franco, was set to be released on Dec. 25. Sony has said that it has no other plans to release the film.

(Reporting by Eric Kelsey; Editing by Mary Milliken, Bernard Orr)