"Right now, our job is to, what I'm trying to do is win the Democratic nomination," Sanders said.
He said he is "blown away" by his campaign's small-dollar fundraising.
"Without that type of support, we would not be where we are right now," he said.
Host Rachel Maddow said rival Hillary Clinton has been fundraising for her campaign as well as the Democratic Party. Will the Sanders campaign begin this type of fundraising as well, Maddow asked.
"We'll see," Sanders said. "Right now, our focus is on winning the nomination."
Watch the clip, via MSNBC: