He hasn’t taken sides in the race for governor, but Mayor Bloomberg yesterday gave the brushoff to Republican contender Rick Lazio by soundly rejecting his demand to investigate who’s paying for the mosque proposed near Ground Zero.

“I don’t think we’re going to go and start investigating funding sources for religious organizations or vetting people who preach, pray in religious organizations,” the mayor said.

“That just is so out of character for what this nation stands for and the way we conduct ourselves.”

Lazio has been trying to create a wedge issue by calling on Attorney General Andrew Cuomo, the Democratic gubernatorial front-runner, to examine the mosque’s funding.