Mayors of both political parties have a message for the federal government: Prioritize your climate-change policies.

Local leaders who gathered in Washington, D.C., for the U.S. Conference of Mayors’ winter meeting are ramping up pressure on the new Congress and the Trump administration to establish a national climate policy with aggressive greenhouse gas cuts and clean energy targets.

Such federal action is critical to support and accelerate the work cities are doing to cut their emissions, both Democratic and Republican...