Gov. Cuomo said Thursday that “there’s nothing to be embarrassed about” regarding the two convicted killers who broke out of an upstate slammer and were spending their sixth day on the run.

During an afternoon news conference in Manhattan, Cuomo was asked about if he was “embarrassed or chagrined that this happened on your watch” and whether he would make “heads roll” in the state’s prison system.

“Well, you have all that language in there: ‘Governor was chagrined and said heads would roll.’ Yeah, it’s colorful, anyway,” he said.

“You know this was the first escape in the prison’s history, from the maximum security portion of it? So, you can’t really say — there’s nothing to be embarrassed about, first escape since 1865, it’s not a bad record, you know.”

Cuomo expressed frustration, however, at the ongoing hunt for fugitive inmates Richard Matt and David Sweat.

“We had tips today that they were in Vermont. We had tips today that they were in the immediate area. We’re following every tip. That’s all I can say,” he said.

“They could either be four miles from the prison, or they could be in Mexico. You just don’t know.”

He also said the escape pointed to the need for “systemic change,” and vowed to come down hard on anyone who aided in the escape.

“We want to make sure everybody knows in this system — and we have a large prison system — this does not happen, and if you do it you will be convicted and then you’ll be on the other side of the prison you’ve been policing. And that’s not a pleasant place to be.”

Sources have said that prison worker Joyce Mitchell is suspected of plotting with Matt and Sweat, and was supposed to have met them beyond the walls with a car, but suffered a panic attack and went to the hospital instead.