Opponents of the law have called for Major League Baseball to move the 2011 All-Star Game out of the state.
La Russa says Arizona has a problem that the national government has failed to remedy. The manager, who lives in northern California, spoke this week before a game in St. Louis between the Cardinals and Arizona Diamondbacks.
Gov. Jan Brewer signed a state law in April requiring police officers to question a person's immigration status if there's reasonable doubt they might be in the country illegally.