Threats from North Korea should not stop Americans from seeing the movie "The Interview," Rep. Brad Sherman, D-Calif., said Friday.

In fact, he told CNBC he thinks Sony should allow Congress to screen the movie.

"I think that Sony should make it available to Congress and we would want to screen it right here there in the Rayburn Building across the street from the Capitol," Sherman said in an interview with "Closing Bell." On Wednesday, Sony canceled its Christmas Day release of the comedy, which features an assassination plot against North Korea's leader. After the filmmaker was hacked earlier this month, the group that claimed responsibility for the attack threatened violence against theaters that showed the movie.



A security guard stands at the entrance of United Artists theater during the premiere of the film "The Interview" in Los Angeles, December 11, 2014. Kevork Djansezian | Reuters

The FBI has concluded that the North Korean government is responsible for the cyberattack, and during a news conference Friday, President Barack Obama said there would be a response by the United States.

Obama also said that Sony made a mistake by pulling the movie. "Sony's a corporation. It suffered significant damage, there were threats against its employees," Obama said. "I am sympathetic to the concerns that they faced. Having said all that, yes, I think they made a mistake." Read MoreObama: Sony made a mistake by pulling 'The Interview'