An inquiry also as to what is going to be done, as a result of the opinion of the Attorney General [Harry M. Daugherty] that there is no executive authority to use the armed forces of the United States to enforce prohibition without authorization of Congress. I haven't, at the present time, any ideas that I am going to ask Congress to use the armed forces of the United States for that purpose. I should doubt very much if it would be wise. I can conceive a time when it might possibly be desirable to use some boats of the Navy, or something of that kind, if it is shown that there is need for it to prevent smuggling, but I should do that with a great deal of hesitation. I do not think that the carrying out of police regulations ought to be put as a burden on the Army and Navy of the United States. That ought to be done by the regular police forces of the National Government and the regular police forces of the state governments. It is very seldom that any state government calls on its National Guard for any kind of police action, and it ought to be very seldom that the National Government should call on the Army or Navy for any manner of police action.
Source: "The Talkative President: The Off-the-Record Press Conferences of Calvin Coolidge". eds. Howard H. Quint & Robert H. Ferrell. The University Massachusetts Press. 1964.
Calvin Coolidge, Excerpts of the President's News Conference Online by Gerhard Peters and John T. Woolley, The American Presidency Project https://www.presidency.ucsb.edu/node/348999