Goldman Sachs CEO David Solomon told CNBC on Thursday his investment bank will help companies go public only if they have at least one "diverse" board member.

Solomon said the performance of public offerings of U.S. companies with at least one female director has been "significantly better" in the last four years than those without.

"Starting on July 1st in the U.S. and Europe, we're not going to take a company public unless there's at least one diverse board candidate, with a focus on women," Solomon said on CNBC's "Squawk Box" from the World Economic Forum in Davos, Switzerland. "And we're going to move towards 2021 requesting two," he added.

About 60 companies in the U.S. and Europe have gone public recently with all white, male boards, he said.

"Look, we might miss some business, but in the long run, this I think is the best advice for companies that want to drive premium returns for their shareholders over time," Solomon said.