(CNN) FBI Director Christopher Wray addressed the government shutdown in a video message to FBI employees, saying he's "about as angry as I've been in a long, long time."

"Making some people stay home when they don't want to, and making others show up without pay -- it's mind-boggling, it's short-sighted, and it's unfair," Wray said, noting the financial impact the shutdown has had on many government workers in its 35th day.

Wray, who was confirmed as FBI director in 2017 after President Donald Trump fired James Comey, said the FBI has been "actively advocating" for its employees, just not in the press because of the highly polarized political climate.

"You know better than most that we've been thrust into the political spotlight more than we would have liked over the past few years," Wray said. "And the last thing this organization needs now is its leadership to wade into the middle of a full-on political dispute."

He continued: "But let me also be very clear: We're actively advocating for you left and right, at every level. We're having conversations day and night with people who can have the most impact, to show them how much this is affecting all of you and your families, and how it could affect the work we need to do for the American people. We're just not doing it in the press."

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