NEWARK, N.J.—New Jersey Gov. Chris Christie says he wasn't about to take the bait: a question dealing with that quintessential junk food, Twinkies.

So when asked Friday at a news conference about Twinkies-maker Hostess shutting down, the target of many a fat joke begged off.

The governor quipped: "I know it! You people are the worst! This is a setup! I am not answering questions on Twinkies, no, no, no, no, no, no. It's bad that I even said the word 'Twinkie' from behind this microphone."

Christie has tried for years to lose weight and often jokes about his caloric struggles. He once likened his weight loss efforts to "throwing a couple deck chairs off of the Titanic."

But Friday he said he wouldn't provide more fodder to comedians.

"You know," he said, "I'm on 'Saturday Night Live' enough."