At least that's what the above-linked report of his interview with Laura Ingraham seems to indicate:
Radio talk-show host Laura Ingraham last week asked Giuliani about the immigration policies he supported in New York City. She asked, “Are you still standing behind your sanctuary city policy?”Uh... Mr. Giuliani, what part of illegal do you not comprehend?
Giuliani told her, “I never supported a sanctuary policy.”
He said he was willing to turn over undocumented criminals to federal immigration authorities, but would not turn over illegal aliens who had not committed a crime.