Mayor Bloomberg has been very vocal since the tragic shooting in Aurora, Colorado that claimed 12 lives, with 58 others wounded. He has been urging President Obama and Governor Romney to speak up about gun control, a point he's been emphasizing on TV shows since Friday.

Last night, on Piers Morgan's CNN program, the Mayor said, "I don't understand why the police officers across this country don't stand up collectively and say we're going to go on strike. We're not going to protect you unless you, the public, through your legislature, do what's required to keep us safe."

Bloomberg has been arguing for stricter gun laws for years—he's founded Mayors Against Illegal Guns—and had already blasted D.C. for "porous laws" after the shooting of a Lower East Side cop.

"Police officers want to go home to their families. And we're doing everything we can to make their job more difficult, but more importantly, more dangerous, by leaving guns in the hands of people who shouldn't have them and letting people who have those guns buy things like armor-piercing bullets. The only reason to have an armor-piercing bullet is to go through a bullet-resistant vest. The only people that wear bullet-resistant vests are our police officers."