Former FBI Director James ComeyJames Brien ComeyBarr predicts progressive prosecutors will lead to 'more crime, more victims' James Comey shows our criminal justice system works as intended Trump says he's 'very strongly' considering commuting Rod Blagojevich's sentence MORE said Sunday that because of the partial government shutdown, "innocent people are now paying the price for another lie" from President TrumpDonald John TrumpTrump watching 'very closely' as Portland braces for dueling protests WaPo calls Trump admin 'another threat' to endangered species Are Democrats turning Trump-like? MORE.

"FBI families will spend Christmas without a paycheck. This president promised Mexico would pay for the wall but innocent people are now paying the price for another lie. Our thoughts are with hardworking public servants and their families," Comey wrote in a tweet.

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Trump pledged while campaigning for president that Mexico would fund the wall. 

Incoming White House acting chief of staff Mick Mulvaney on Sunday acknowledged that the Department of Homeland Security can't force Mexico to pay for the wall.

"Technically, you and I both know that it cannot work exactly like that. ... Department of Homeland Security can’t actually spend money from Mexico. We have to get it from Treasury," Mulvaney said on ABC's "This Week."

The federal government entered a partial shutdown on Saturday after lawmakers were unable to reach an agreement over Trump's demand for $5 billion in funding for a wall along the southern border.