Massapequa Park, New York - Former New York City Mayor Rudy Giuliani mysteriously showed up at the Gilgo Beach crime scene over the weekend, and was filming for his new show.

Undercover Rudy?

Giuliani, who served as a former attorney to Donald Trump, unexpectedly showed up at the Long Island home of murder suspect Rex Heuermann (59) on Saturday as the house was being searched by law enforcement, according to The New York Post.

Giuliani reportedly rolled up at the scene in his car and spoke to at least one police officer without exiting his vehicle, before abruptly driving off.

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It's unclear what was said during the exchange, although one source noted he was asking how close he could get to the home. The move has left many people scratching their heads.

"Mayor Rudy Giuliani - one of the most effective federal prosecutors in American history - was on scene to cover this heinous crime as part of his hit new livestream show, 'America's Mayor Live,'" Giuliani's political advisor Ted Goodman told the outlet.

"The mayor commends all involved in the case, but knows there is still work to be done in order to deliver justice," he added.

In a photo caught by the outlet, Giuliani is seen with a big grin while donning a white hat that says "USA."

On Friday, Heuermann was arrested and charged with three counts of murder for the deaths of Melissa Barthelemy, Megan Waterman, and Amber Lynn Costello after being indicted by a grand jury. The women went missing between 2007 and 2010, and the cases had remained open and unsolved since.

Heuermann has pleaded not guilty to the alleged crimes.