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 KingOvernight Healthcare: Senate GOP to start writing its healthcare bill Trump budget chief: Medicaid cuts won’t affect anyone now on program Medicare’s billion challenge: preventing older adult falls MORE (I) in his Senate bid against Republican Charlie Summers.

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