“Morning Joe” host Joe Scarborough had stern advice to the Democrats who protested on Wednesday after Republican challenger Karen Handel beat Jon Ossoff in Georgia’s special congressional election on Tuesday night: “Marching in the streets does not win elections.”

“I don’t want to offend anyone here, but if the Democrats want to start winning… I have a lot of friends and loved ones that have been out in these marches… every week they’ll be marching about something else. I’ve been saying all along that if you need to do that, if it makes you feel good then do that. But understand, if you want to change America, you wanna change the world, you’re much better off going into districts, campaigning for somebody, knocking on doors,” Scarborough said.

The Democrats have not won a special congressional race since Donald Trump defeated Hillary Clinton on Election Day, losing five straight races.

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Republican Handel beat Democrat Ossoff to win a high-stakes, high-cost Georgia race that Hollywood tried passionately to sway left on Tuesday night. The race to fill Georgia’s 6th Congressional District, which Tom Price vacated to become Trump’s Health Secretary, offered an early test for Trump and the GOP’s potential prospects in the 2018 mid-term elections.

Tuesday’s highly-anticipated runoff was the most expensive House campaign in history, with a price tag of more than $50 million.

Co-host Mika Brzezinski agreed with Scarborough, saying the mistake that Democrats make is presuming that just because Trump has low approval ratings, voters will shy away from Republican candidates.

“No, we’re not inevitable,” Brzezinski said. “We have to work for it.”

Check out the video above.