"This is not embarrassing to us," the mayor said.
"Anybody that thinks that there is pressure on the administration because the convention is coming just doesn't seem to understand what New York's all about," he said.
"You can rest assured that I will not be intimidated by anything," Bloomberg added.
The mayor is battling with police and fire unions who have been working without a contract for more than two years.
"[Our] position is not to embarrass the mayor," said Patrolmen's Benevolent Association spokesman Joseph Mancini.
"It's just to draw attention to the plight of New York City police."
While cops and firefighters said they would not rule out job actions during the convention, Bloomberg said he didn't think it would come to that.
"It's against the law and I don't think that they would ever do that," he said. "They understand their obligation."