Conservative radio and Fox News host Sean Hannity on Monday threatened to leave New York over remarks Gov. Andrew Cuomo (D) made last week that “extreme conservatives” don’t have a place in the state.

“I want you to know that and I can’t wait to get out of here,” Hannity said on his radio show. “I really can’t. I don’t want to pay their 10 percent state tax anymore. I live in the second-highest property-taxed county in the entire country in Nassau County. I can’t wait to sell my house to somebody who wants it. I can’t wait to pay no state income tax down in Florida or Texas.”

Hannity addressed the governor and said that he will take his money and business elsewhere.

“Gov. Cuomo, I’m going to leave and I’m taking all of my money with me – every single solitary penny,” he said. “And by the way governor, because I work here – there’s a whole bunch of people that work for me and benefit because I do two shows. And I guess maybe some of them will be out of work, governor. I’m sure you’ll take care of them.”

Cuomo’s office sent out a statement Saturday clarifying that the governor did not mean to say conservatives were not welcome in New York, but rather that “extreme” conservatives could not win elections there.

Hannity, however, is already weighing his options for a new location.

“I haven’t decided yet, but I’m leaning Florida because I like the water and I like to fish,” he said Monday.

Hannity would not be the first conservative radio host to ditch New York. Rush Limbaugh and Glenn Beck both left the state for Florida and Texas, respectively.