Gawker's J.K. Trotter reported on O'Reilly's threat, seemingly made with tongue-in-cheek at a Catholic fundraiser on Thursday in Long Island.
O'Reilly was joined at the event by fellow Fox colleagues Megyn Kelly and Brian Kilmeade.
When Kelly said she doesn't "personally know the people who think somebody else should support them," O'Reilly couldn't pass up taking a shot at New York City Mayor Bill de Blasio.
"I want to introduce you to de Blasio," O'Reilly told Kelly.
"The thing is, you work so hard, and you finally start earning some money, and you have people like de Blasio telling you you’re not paying your fair share, that you’re somehow bad, that you need to pay more, and you haven’t earned it," Kelly continued.
"I want to beat him up," O'Reilly said, drawing applause and laughter.
Trotter has audio and more details of the event, which was evidently chock-full of the topics that normally consume Fox's airtime — from Benghazi to anti-Christian bias in the media to America's welfare dependents (or those "not willing to pay the price to succeed," as O'Reilly described them).