Bloomberg's comments came the same week he announced the formation of a new superPAC to support both Republican and Democratic candidates in local, state and congressional races. Bloomberg reportedly plans to spend between $10 million and $15 million on the 2012 races.

The New York mayor added in the radio interview that he plans to support candidates who "believe" as he does on issues like gun control and education reform.

"Just complaining is not something I think is very productive, so I’m going to try and support candidates — and you can do it with $1, or $10, or voting — but I want to support candidates who believe as I do," Bloomberg said. "Marriage equality and common-sense gun laws and educational reform, people who can work across the aisle."

Candidates Bloomberg plans to support include California state Sen. Gloria Negrete (D), who is challenging Rep. Joe Baca (D-Calif.), Rep. Robert Dold (R-Ill.), who is facing Democratic challenger Brad Schneider, and former Maine Gov. Angus KingAngus Stanley KingOvernight Health Care — Sponsored by PCMA — Trump hits federally funded clinics with new abortion restrictions Dem senators ask drug companies to list prices in ads Overnight Health Care: Trump unveils plan to lower drug prices | Dem questions drug company's payment to Trump attorney | House panel unveils opioid proposals MORE (I) in his Senate bid against Republican Charlie Summers.

The New York Times first reported Bloomberg's new super-PAC on Wednesday.