De Blasio made the remarks Thursday on "Special Report" after being asked about House Speaker Nancy Pelosi's comments during a closed-door meeting - in which the California Democrat considered the prospect of President Trump going to prison.
The mayor said his party needs to focus on doing their job for the American people instead of talking about punishing the president.
"First, I'd like to see Democrats focused on the needs of working people," de Blasio said. "I think there’s too much talk about impeachment.
"I think there should be a lot more talk about what we’re going to do for working people. Why don’t we as Democrats pass that infrastructure bill, help put people back to work."
Baier followed up by asking whether Pelosi should have made the remarks about Trump and prison.
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The mayor stopped short of criticizing the speaker in his response, before saying he believed the Russia investigation's conclusion provided key evidence that could get the president in trouble and urged Democrats to investigate further.
"I would say all Democrats should say this, there needs to be a full investigation, the Mueller report offers lots of important evidence. I believe ultimately there are impeachable offenses there," the former city councilman from Brooklyn said.
"But, I’m very concerned that when people turn on your network or any other network, they see Democrats inside Washington just talking about politics, just talking about process, just talking about impeachment, when they should be talking about how they’re going to fight for working people."
"The first job of Democrats in Washington and everywhere else is to actually produce change in the lives of working people, and that should be their first focus, and I don’t hear enough of that."