Christie made the comments on NBC's "Today" show, one of five national television appearances he was making Wednesday morning, one day after his annual State of the State address.
The Republican is also on the cover of Time magazine.
On "Today," Christie was asked about his 1995 call for a ban on assault weapons in New Jersey. He says it should be up to states to decide.
Christie also says that losing the last two presidential elections shows Republicans "need to be thinking about doing something different."