Kelly said Monday that New York is doing more than any other city to protect residents.
He says that there are "5 million people a day that travel on the system so things of an untoward nature can happen."
The NYPD says four men were arrested on criminal trespass charges early Sunday after a Harlem resident spotted them sneaking into the under-construction Second Avenue subway tunnel. Kelly was also asked about a second arrest of a man who reportedly walked through a PATH train tunnel.