Another coronavirus shutdown is not out of the question for New Jersey, one of the states most affected by the pandemic, Gov. Phil Murphy said Sunday.

"In terms of a shutdown, I don't anticipate it, and I sure as heck don't want to go that route," Murphy said on "Fox News Sunday." "I would just beg folks, particularly in the holiday season, ... keep your guard up."

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"For the next two to three months we're in the fight of our lives. ... There's a lot of private transmission," said Murphy, a Democrat.

In this Oct. 21, 2020, file photo, taken from video provided by the New Jersey Governor's Office, Gov. Phil Murphy tells attendees at an event in Blackwood, N.J., that he must leave the event to quarantine after just finding out that he'd been in contact with someone who had tested positive for COVID-19. (New Jersey Office of the Governor via AP, File)

In this Oct. 21, 2020, file photo, taken from video provided by the New Jersey Governor's Office, Gov. Phil Murphy tells attendees at an event in Blackwood, N.J., that he must leave the event to quarantine after just finding out that he'd been in contact with someone who had tested positive for COVID-19. (New Jersey Office of the Governor via AP, File)

Murphy has faced criticism from residents for tight coronavirus restrictions.

Arkansas Gov. Asa Hutchinson also joined "Fox News Sunday." Arkansas, which has roughly one-third of New Jersey's population, added 1,349 new coronavirus cases on Saturday, while New Jersey added 3,924, according to NJ.com.

Hutchinson said a state lockdown is the last thing he would want to do.

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"We're not trying to shut down businesses that are doing a good job," Hutchinson, a Republican, said. "We realize that you can really increase problems across the board if you start shutting down businesses, putting people unemployed going into Christmas season."

The governors' comments come after World Health Organization envoy Dr. David Nabarro said lockdowns should be the last resort for governments.

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“The only time we believe a lockdown is justified is to buy you time to reorganize, regroup, rebalance your resources, protect your health workers who are exhausted, but by and large we’d rather not do it," Nebarro told The Spectator in October. “Lockdowns just have one consequence that you must never, ever belittle, and that is making poor people an awful lot poorer."