Supermarket mogul John Catsimatidis said yesterday he’s setting up an exploratory committee to consider running for mayor.

Catsimatidis described himself as a pro-business Republican with the compassion of a “former Clinton Democrat.”

“I believe you need a combination of both to lead the city,” he said.

Catsimatidis, 64, is CEO of the Red Apple Group, which owns Gristedes supermarkets; United Refining, an oil-processing firm; and real-estate holdings in New York, New Jersey and Florida.