President Donald Trump, delivering a speech at the Republican retreat in Philadelphia Thursday afternoon, wondered aloud "What's going on in Chicago?" when he received a one-word response from someone in the crowd.

"Right now, too many families don't feel secure — just look at the 30 largest cities," the president said. "In the last year alone, the murder rate has increased by an estimated 14 percent. Here in Philadelphia, the murder rate has been steady — I mean, just terribly increasing — and then you look at Chicago."

"What's going on in Chicago? I said the other day, 'What the hell is going on?'" Trump continued.

Almost immediately after he asked the question from the podium, an unnamed audience member quipped, "Democrats," sparking laughter in the room full of Republican lawmakers.

With a smirk, Trump looked over at the unidentified man and said: "There's a lot of truth to that."

The exchange came one day after the president threatened to "send in the Feds" if the Windy City doesn't get its "horrible carnage" under control.

As TheBlaze previously reported, 2016 was Chicago's deadliest and most violent year. According to data from the Chicago Police Department, there were 4,324 shootings and 753 homicides in 2016, up from 2,989 shootings and 478 homicides in 2015.

In response to Trump's threat to send federal forces to Chicago, Mayor Rahm Emanuel, a Democrat, told the president he could help the city by pushing for even more gun control restrictions and sending money for summer work initiatives to keep Chicago's youth off the streets.

"That is why we will continue to stand with the incredible men and women of law enforcement," Trump told the Republicans Thursday.