President Donald Trump fired a warning shot to congressional Democrats on Tuesday night.

As the president faces a slew of investigations from the new House Democratic majority, he warned the party against coming probes into his policies and personal finances. In his State of the Union address, he claimed the only things that can stop a strong U.S. economy "are foolish wars, politics or ridiculous partisan investigations."

"If there is going to peace and legislation, there cannot be war and investigation. It just doesn't work that way!" Trump said as Democrats such as House Speaker Nancy Pelosi and House Intelligence Committee Chairman Rep. Adam Schiff, D-Calif., looked on stone-faced.

The remarks come as Trump continues to rage about special counsel Robert Mueller's investigation into Russian efforts to interfere in the 2016 election, which the president has repeatedly called a "witch hunt." The investigation has increasingly closed in around the president, pulling in his ex-lawyer, former campaign chairman and longtime political confidant.

Democrats have also promised to conduct oversight of policies from his travel ban to separation of migrant children from parents at the southern U.S. border. They have also taken their first major step to acquire the president's tax returns, which he has refused to release, breaking with presidential precedent.

Both the House Democratic and Mueller probes threaten a president already weighed down by poor approval ratings ahead of his re-election bid next year. He has tried to cast Democrats as radicals who want to use their oversight power for partisan probes.

Trump's warning to Democrats came during a speech in which he urged members of Congress to "govern not as two parties, but one nation." Trump, who reportedly called Senate Minority Leader Chuck Schumer a "nasty son of a bitch" during a private lunch earlier Tuesday, asked Congress to "reject the politics of revenge, resistance and retribution — and embrace the boundless potential of cooperation, compromise and the common good."

He pushed Republicans and Democrats to cooperate on issues such as immigration and trade. But at least on immigration, a bipartisan solution appears unlikely: Trump has demanded money to build his proposed border wall, which Democrats have repeatedly refused to provide.

Subscribe to CNBC on YouTube.