The revelation came as the chancellor prepares to axe plans for a high-speed rail line to the city.
"I understand what you're doing, but deflection doesn't work here," the Sky News presenter said.
The prime minister is considering cancelling the Birmingham to Manchester leg of the project.
The prime minister has spent the day refusing to say whether the Birmingham to Manchester leg of the project will be axed.
A listener asked: "Whatever happened to your promise of integrity, professionalism and accountability?"
The prime minister failed to give a straight answer on whether the next leg of the rail line will be axed.
The huge rail project has been fraught with delays and soaring costs.
George Osborne has become the latest senior Conservative to say the line must go to Manchester.
"Does that mean Grant Shapps is wrong?" The Sky News presenter pushed.
The Manchester mayor said the government will create a "north-south chasm" if HS2 stops at Birmingham.