Bloomberg said refusing to help goes against human decency.
"There's no excuse whatsoever," he said.
The Fire Department is investigating the accusation, which centers on the Dec. 9 death of 25-year-old Eutisha Revee Rennix. The EMTs, who have not been identified, are accused of telling employees at the eatery in downtown Brooklyn to call 911 and then leaving when they were asked to help Rennix, an employee who had collapsed.
An ambulance was called, and Rennix was taken to Long Island College Hospital, where she died a short time later. Her baby girl was too premature to survive.
The Fire Department declined to comment further pending the outcome of the investigation. A message left for Rennix's mother was not immediately returned.
A spokesman for the EMT union said the situation with its resulting accusation was an "odd event," and that EMTs generally consider their jobs to be a 24-hour kind of thing.
"Our people tend to spring into action whether they're on duty, off duty, whatever they're doing," said Robert Ungar, spokesman for the Uniformed EMTS and Paramedics, FDNY.
The city's EMTs have a "very strong bond with the people of New York City that they serve," he said. "They view themselves as always being on duty."
He didn't know the identities of the EMTs at the center of the investigation and said the union was waiting to see what the results of the Fire Department's investigation would be.
"If there was unprofessional conduct by these EMTs, the union does not condone any type of conduct which in any way can harm members of the public," he said.
The story was first reported by the New York Post.