Democratic presidential candidate Martin O'Malley joined calls on Thursday for an outside, independent investigation of the Chicago Police Department after last week's release of dash-cam video showing Laquan McDonald's shooting death.

"I think there is a need for an outside investigation,"O'Malley said, when asked whether there should be a federal probe into CPD's practices. "One of the most important things that we have in any society is the relationship and trust that must exist between people and their government, between people and especially their police departments, and so I think that given the questions that have arisen, that yes, indeed, an independent investigation is called for."

The former Maryland governor spoke to reporters in downtown Chicago early Thursday evening after an Illinois Business Immigration Coalition (IBIC) forum held at DePaul University.

O'Malley's remarks came one day after Democratic presidential frontrunner Hillary Clinton called for a full review of the CPD by the U.S. Justice Department in the wake of the shooting death of 17-year-old McDonald, who was shot 16 times by Chicago Police Officer Jason Van Dyke in October 2014.

After seeming to initially speak in opposition of such a probe, Chicago Mayor Rahm Emanuel stated his support of an independent federal inquiry of the CPD on Thursday, as did Cook County State's Attorney Anita Alvarez.

While speaking with reporters, O'Malley also addressed Wednesday's mass shooting in San Bernardino, California.

"My heart goes out to all of those that lost loved ones in that horrible and cowardly attack," O'Malley said.

Fourteen people died and 21 others were injured in the Wednesday morning shooting at a San Bernardino County Department of Health holiday party at the Inland Regional Center, which is a facility that offers services for people with developmental disabilities.

The suspected shooters, identified as married couple Syed Farook and Tashfeen Malik, were killed by police after a car chase. Farook worked for the San Bernardino County health department. A motive for the attack has not yet been determined. However, citing information from anonymous law enforcement sources, CNN reported Thursday that Farook may have been radicalized and previously in contact with international terrorist suspects.

"It's an awful tragedy and it's the sort of attack that I think ever since September 11 all of us has realized this could happen in the United States very easily any day at any instant," O'Malley said. "I think it's going to cause us to do a couple of things in order to better safeguard lives here in the homeland. One is to review all of the various intelligence sharing, the ability to connect the dots, if you will.

"I mean, here you have a guy who had traveled to Saudi Arabia, who owned multiple combat assault weapons who I think talked ... online about how much he enjoys doing target practice, so there'll be questions that we need to answer as Americans about how we can better connect the dots and keep these things from happening. This one tragically got through," O'Malley said. "The other thing I think that all of us need to ask is: Why is it so easy for people to buy combat assault weapons in the United States of America?"

Asked about steps he would take if elected president to prevent mass shootings, O'Malley said he has laid out seven gun safety executive orders he would enact, including one to establish an electronic system for alerting local law enforcement of failed gun purchases.

"We need better sharing of information among law enforcement to follow up on those foiled purchases by convicted felons or people trying to engage in straw purchases," he said. "We need to do a better job of sharing information with local law enforcement to take guns out of the hands of domestic abusers."

Among other measures, O'Malley has proposed using federal procurement contracts as a means to improve gun safety.

"We need to use our own procurement power. You know who the largest purchaser of guns is in the United States of America? The government of the United States of America," O'Malley said. "We need to insist on the highest and best safety technology and standards."

During remarks at the IBIC forum, O'Malley also said he would, if elected president, seek to extend deferred action to those who would have been covered under the comprehensive immigration reform bill passed by the Senate in 2013.

"We need to keep families together," O'Malley stressed. "I intend to use the executive action to cover not only all of those that the president's already covered, but all of those that were contemplated as a starting point in that most recent Senate bill, including parents of DAPA [Deferred Action for Parents of Americans and Lawful Permanent Residents] and DACA [Deferred Action for Childhood Arrivals] recipients."

The presidential candidate urged the U.S. Supreme Court to hear the case involving President Barack Obama's executive orders on immigration, which remain on hold amid a legal challenge from a group of 26 mostly Republican-run states.

Obama's immigration executive orders look to shield undocumented parents of children with legal status from deportation for three years, in addition to extending deferred action to undocumented immigrants who came to the United States as children and were not covered under the original DACA program.

Last month, the conservative-leaning Fifth Circuit Court of Appeals sided against the Obama administration in the case. The administration later appealed to the U.S. Supreme Court, and there's a possibility the case could be heard this term.