Speaker Nancy Pelosi Nancy PelosiTrump puts Supreme Court fight at center of Ohio rally CDC causes new storm by pulling coronavirus guidance Overnight Health Care: CDC pulls revised guidance on coronavirus | Government watchdog finds supply shortages are harming US response | As virus pummels US, Europe sees its own spike MORE (D-Calif.) on Wednesday pushed back against President Trump Donald John TrumpBubba Wallace to be driver of Michael Jordan, Denny Hamlin NASCAR team Graham: GOP will confirm Trump's Supreme Court nominee before the election Southwest Airlines, unions call for six-month extension of government aid MORE's declaration in his State of the Union address that "if there is going to be peace and legislation, there cannot be war and investigation."

"That was a threat," Pelosi told reporters after a Democratic Caucus meeting. "The president should not bring threats to the floor of the House."

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Pelosi expressed disbelief that Trump would openly try to discourage Democrats from pursuing oversight investigations.

“He said he wasn’t going to cooperate unless we didn’t exercise our constitutional responsibility to oversight," Pelosi said.

Trump in his State of the Union address Tuesday night said that "an economic miracle is taking place in the United States — and the only thing that can stop it are foolish wars, politics, or ridiculous partisan investigations."

Other Democrats scoffed at Trump's suggestion.

"We will not be bullied by the president of the United States," said House Democratic Caucus Chairman Hakeem Jeffries Hakeem Sekou JeffriesPelosi: House will stay in session until agreement is reached on coronavirus relief Races heat up for House leadership posts Postmaster general earned millions from company with ties to Postal Service: report MORE (D-N.Y.).

"That said, we are not going to overreach, we're not going to over-investigate, we're not going to over-politicize our constitutional responsibility," Jeffries said on Wednesday.

House Oversight and Reform Committee Chairman Elijah Cummings Elijah Eugene CummingsBlack GOP candidate accuses Behar of wearing black face in heated interview Overnight Health Care: US won't join global coronavirus vaccine initiative | Federal panel lays out initial priorities for COVID-19 vaccine distribution | NIH panel: 'Insufficient data' to show treatment touted by Trump works House Oversight Democrats to subpoena AbbVie in drug pricing probe MORE (D-Md.), who's expected to preside over many of the investigations into the Trump administration, also dismissed Trump's notion that oversight would impede cooperation on legislation.

"Of course, the Constitution requires us to do both. That is exactly how it works," Cummings said in a statement Tuesday night.

The House Ways and Means Committee's oversight subcommittee is slated to hold a hearing on Thursday about legislative proposals to require presidents, vice presidents and major-party nominees to release 10 years of tax returns. Democrats have long been pushing to use the Ways and Means Committee's power to request Trump's tax returns from the Treasury Department.

Trump broke with decades of precedent by not releasing his returns during the 2016 presidential campaign.