After Bloomberg announced his presidential bid, he spoke over the phone with the last Democrat to win the presidency.

Behind the scenes: President Obama "congratulated me and we chit-chatted," Bloomberg told me. "He just basically said, you know, 'Good luck, and when they try to go after you don't fall for the bait, and don't feel bad if not everything goes right.'"

"It's not a sprint, it's a marathon and you've got to keep working at it," Bloomberg said Obama told him.

A source close to Obama said, "It was the same advice he's dispensed to all the other presidential candidates who have sought his advice."

Between the lines: Bloomberg said he did not ask Obama for an endorsement. "You know, he's got his vice president's running. And he hasn't endorsed him yet. ... Maybe he's just staying out of the whole thing, I don't know."