President Obama rallied Democratic governors in Washington, D.C., Thursday, telling them to focus on the mid-term elections, even though they aren't as "sexy" as a presidential campaign.

"We know how to win national elections. But all too often, it's during these mid-terms where we end up getting ourselves into trouble because, I guess we don't think it's sexy or something," the president said at a Democratic Governors Association Dinner at the St. Regis Hotel Thursday night.

"If there's one message that I want to deliver today to every Democrat and every person who's interested in supporting Democratic policies, is that you've got to pay attention to the states," he said.

Democrats are at risk of losing the Senate in this year's mid-term election, with incumbent Democrats like Sen. Mark Pryor, D-Arkansas, and Sen. Mary Landrieu, D-La., facing tough re-elections back home at a time when Obama's approval ratings are low.

The president met with the Democratic governors ahead of the National Governors Association meeting in the nation's capital this weekend. Over the weekend, the president will hold a formal dinner for governors and their wives, and he'll speak to the bipartisan group of governors at the White House on Monday.