An anonymous caller phoned in a bomb threat to the Park Slope Armory YMCA Wednesday morning, according to the Daily News.

The Daily News reports that the caller said she was targeting Mayor Bill de Blasio's gym because the mayor likes black people and is running for president.

Police confirmed the threat and searched the Park Slope YMCA, as well as the YMCA the mayor usually goes to in Prospect Park.

A spokesperson for the mayor says he was on his way to the gym when the call came in. She says he went on to exercise after the police completed their sweep.

The mayor released a statement saying that he is thankful every day for the NYPD keeping the city safe.