Although Cheney called the Syrian refugee crisis "a serious problem," he argued the U.S. should be concerned some refugees could be affiliated with the self-described Islamic State or other militant groups. Like many in his party, he said he supports more stringent screening of refugees coming into the U.S.

"It's a serious problem to make certain that the people coming in don't represent ISIS," he said. "You've got to set up a vetting process, and that's crucial, but I think the way you've got to begin to deal with that problem is to go back and look at why they're here, and they're here because of what's going on in the Middle East."

Noting that the refugees are "fleeing a terrible tragedy," the former vice president proposed establishing "safety zones" within Syria to ebb the flow of refugees migrating to Europe and the U.S., which several GOP presidential candidates -- including Trump himself -- have also suggested.

However, foreign policy experts have warned that such zones would not be enough to protect Syrians from the violence crippling their country, and last month the State Department determined that there is "no viable option" available for creating the zones.