Before the shooting, officials in San Francisco had released Garcia Zarate from custody instead of turning him over to immigration authorities.
Hannity noted that Zarate had been released from a San Francisco jail about three months before the shooting, despite a federal request that he be held for deportation.
Without knowledge of his release, ICE officials would have to use sources and evidence to track down Lopez-Sanchez before he moves around the U.S.to possibly avoid deportation.
Steinle was walking on Pier 14 with her father and a family friend around 6:30 p.m. when she was struck in the back by a single bullet that had ricocheted off the pier before it hit her.
In June, the U.S. House of Representatives passed "Kate's Law", named for Steinle, that would increase penalties for illegal immigrants who return to the United States.
The case became a political lightning rod in the debate over immigration policy.
Jim Steinle, left, father of Kate Steinle, walks toward the courtroom at the San Francisco Hall of Justice on October 23, 2017.
"The Department of Justice will continue to ensure that all jurisdictions place the safety and security of their communities above the convenience of criminal aliens", Sessions said in Thursday's statement.
John Binder is a reporter for Breitbart News.
Tulsi Gabbard lashes out at Pakistan for freeing Hafiz Saeed
The US government has already warned Pakistan of "repercussions" on US-Pak ties if Hafiz Saeed is not re-arrested. In his petition, Saeed contended that there is no evidence to back the allegation against him.
San Francisco prosecutors told the Superior Court jury that Garcia Zarate intentionally brought the gun to the pier that day with the intent of doing harm, aimed the gun toward Steinle and pulled the trigger. Sanctuary City policies limit cooperation between local law enforcement and U.S. Immigration and Customs Enforcement.
The jury, while acquitting Garcia Zarate of murder, manslaughter and assault charges, found him guilty of the lesser charge of being a felon in possession of a firearm, said Max Szabo, a spokesman for the San Francisco District Attorney's Office.
Garcia Zarate said he found the stolen gun wrapped in a shirt under a chair on a pedestrian pier and that the weapon accidentally fired when he picked it up. The administration has appealed.
Zarate most recently served five years in a federal prison in Victorville, Calif.
The charges were dropped the next day.
Freya Horne, chief legal counsel to the San Francisco County Sheriff, said in a 2015 interview that Garcia Zarate was let go because there was no legal cause to detain the suspect. "It's disconcerting", Brad Steinle told CNN's Anderson Cooper.
But he told jurors that Garcia Zarate had no motivation to kill Steinle and that as terrible as her death was, "nothing you do is going to fix that".
Gillian Christensen, an ICE spokesperson, has said the detainer wasn't honored. "She would still be alive today if her killer had been imprisoned or deported, as he should have been".