Megyn Kelly asked Thursday night why President Obama has been silent on the murder of a California woman by an illegal immigrant in San Francisco. 

WATCH: Geraldo, Coulter Battle on Crimes Committed by Illegal Immigrants

The murder of 32-year-old Kate Steinle has sparked outrage about the sanctuary city policies in many U.S. cities.

The man charged with the murder, 45-year-old Francisco Sanchez, had been deported five times. Sanchez was in jail in April, but released by city authorities without notifying federal officials. 

After Steinle was laid to rest earlier in the day, Kelly contrasted the lack of White House reaction to the president's direct comments on the deaths of Michael Brown, Trayvon Martin and Freddie Gray.

She noted that Josh Earnest declined to comment this week about the murder, referring questions to DHS officials. 

Kelly pointed out that administration officials went to the funerals of Brown and Gray, while the DOJ deployed to Ferguson and Baltimore to investigate. 

"But for Kate Steinle? Nothing. No comments. No swarm of FBI agents. No DOJ investigation. Nothing. Why?" she asked. 

Kelly discussed with Richard Fowler and Marc Thiessen, who said the silence from Obama is "deafening." 

"In all those other cases he had liberal policy points he wanted to make. ... The policies he supports are the ones that got this woman killed," said Thiessen.

Fowler pushed back, saying he believes the president is "outraged" that Congress has not passed comprehensive immigration reform to deal with these problems.

Kelly continued to ask why the president has not even commented on Steinle's murder.

“Give an answer. You can’t, because there isn't one. There’s no excuse for it! He picks and chooses the victims he wants to highlight. And apparently, this victim wasn’t deemed worthy,” she argued.

Watch the full segment below and tune in to "The Kelly File," tonight at 9p/12a ET for a special investigation of the criminal case against the six Baltimore police officers charged in the death of Freddie Gray.

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