The brutal murder of Kate Steinle by an illegal immigrant has many people questioning San Francisco's sanctuary city policy that protects foreign nationals from deportation.

The O'Reilly Factor sent reporter Jesse Watters to San Francisco on Wednesday to ask the city's residents and elected officials about the sanctuary city policy and what could be done to prevent another murder.

All of the residents Watters spoke to were deeply saddened by Steinle's death calling it "a tragedy" and "very sad." Still some of the residents said they support the sanctuary city policy.

"I don't think it should change our sanctuary city policy because it's a policy that's been put in place with the community values that we share here, which is welcoming all immigrants, regardless of their legal status," said one man to Watters.

Despite the divided opinion by residents over the policy, Watters told O'Reilly that there was almost no groundswell of anger. When he confronted the San Francisco Board of Supervisors over the issue, none of the 11 members would even look him in the eye.

He requested an interview with Mayor Ed Lee, but was told to speak to his communications director, Christine Falvey.

She informed Watters that the mayor already released a statement about the murder and is taking the issue seriously. When he pressed her on specific reforms the mayor was putting in place, she failed to give any details and simply said, "He's working on it."

Watch the full clip below: