He met with state lawmakers and updated them about politics in the nation's capital.
Blunt said the U.S. Senate has not made a lot of progress during this year’s session, and the budget has still not passed.
"The budget is supposed to be passed every year by April 15. It has been passed by the House and Senate every year...until three years ago. It's totally inexcusable," Blunt said.
He told Missouri's legislators they need to be a part of national debates that affect the state.
"You have to fight every time you see something that the federal government is trying to do you know you could do better. You need to be part of that debate," Blunt said during the speech.
He addressed the issue of health care and said the current system is not flexible enough, to fully fund all programs.
Both the Democratic House leader Mike Talboy and the House speaker Steven Tilley said they welcomed him.
"His speech was educational and we were thrilled to have him," Tilley said.
Blunt is not up for re-election this year, but he declined to endorse any of the Republican candidates running in the primary for U.S. Senate. He said he would assist whoever wins the August primary.
The three candidates up for Sen. Claire McCaskill are U.S. Rep. Todd Akin, R-Wildwood, former state Treasurer Sarah Steelman and St. Louis businessman John Brunner.