Former New York City Mayor Michael Bloomberg on Tuesday had a piece of advice for President Trump.

"Stop tweeting and focus on running the government," Bloomberg said Tuesday on CNN's "Anderson Cooper 360."

"If there's an allegation, you have to have a competent independent investigation that will either find something wrong or remove the cloud. It is very difficult to govern when there's a cloud around you."

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Bloomberg said Trump has to "prove there's nothing there," regarding the investigation into Russian meddling in the 2016 presidential election, including whether members of Trump's campaign colluded with Moscow.

"You can't just say there's nothing there," he said.

Trump often posts tweets going after the media or defending his views.

In recent weeks, he has tweeted several times about the investigation into Russian election meddling, which he has decried as the "single greatest witch hunt in American history."

This is the single greatest witch hunt of a politician in American history! — Donald J. Trump (@realDonaldTrump) May 18, 2017

Last week, Trump tweeted that nobody has been able to show any proof of collusion with the Russians after seven months of investigations and committee hearings.