President Obama said his biggest policy disappointment as president was not passing gun control laws, according to an interview CNN aired Wednesday evening.

“If you ask me where has been the one area where I feel that I’ve been most frustrated and most stymied, it is the fact that the United States of America is the one advanced nation on Earth in which we do not have sufficient common sense gun safety laws,” Obama told Fareed Zakaria in the TV special, “The Legacy of Barack Obama.”