Tune in to Bill O'Reilly's exclusive interview with Kate Steinle's parents tonight on "The O'Reilly Factor" at 8p ET on Fox News Channel.

Kate Steinle was murdered July 1 in San Francisco by illegal immigrant Francisco Sanchez.

Sanchez, who had been deported multiple times, was in jail as recently as April 15, but officials declined to prosecute. Federal authorities have said that they were not notified by city officials of his release.

Steinle's tragic death has sparked outrage about the sanctuary city policies for illegal immigrants in many U.S. cities.

Steinle's parents, Jim Steinle and Liz Sullivan, spoke exclusively to Bill O'Reilly in an interview that will air tonight on "The O'Reilly Factor."

In a preview clip, Jim Steinle described the horrific day when his daughter was gunned down.

"We heard a shot, and Kate went down," Steinle said. "We all know what happened then."

"What did she say before she went down?" O'Reilly asked.

"'Help me, dad.'"

On "The Five," Kimberly Guilfoyle pointed out that a recent poll found that 62 percent of likely voters believe that the Justice Department should take legal action against cities that provide sanctuary for illegal immigrants.

"So, there is a strong public will, a stomach, to do something about this, so that we don't see senseless loss of life like we did with this beautiful, young Steinle girl," Guilfoyle said. "It's unacceptable. Something has to be done."

Jesse Watters said that President Obama has been a huge hypocrite on this issue.

"He wants to investigate the Ferguson Police Department when someone gets shot there, but doesn't want to do anything with the San Francisco Police Department," Watters said. "It's total hypocrisy here."

Dana Perino said that when the Obama administration started commenting on local crime cases six years ago, she knew that if they did it for one, they would be asked about them all.

"They've made a priority of certain cases and not others," Perino explained. "I do think the White House bears some responsibility for the questions that are coming their way because of previous cases that they've decided to talk about and then ignore others."

Watch "The Five" co-hosts' discussion above and be sure to tune in to O'Reilly's exclusive interview with Steinle's parents tonight at 8p ET.

O'Reilly Slams Sanctuary Cities, San Fran Officials in Wake of Kate Steinle's Murder

Megyn Kelly: 'There's No Excuse' for Obama's Silence on Kate Steinle's Murder

O'Reilly Introduces 'Kate's Law' Petition After Woman's Murder by Illegal Immigrant