The joint interview, a first for the two, with CNN's Jake Tapper on "Erin Burnett OutFront," came a day after House Majority Whip Steve Scalise and others were shot at a Republican baseball practice.
"He's got a ways to go," Ryan said of Scalise. "He's going to recover. It's going to take him some time."
Pelosi, who like Ryan was wearing Louisiana gear in honor of Scalise, said the injured member was a "lovely person," and hailed the bipartisan spirit of the annual game.
"Tonight we're all Team Scalise," Pelosi said.
Asked if the political climate and incidents like Wednesday's shooting indicated an increased threat to lawmakers, Ryan said it was incumbent on politicians to cool things down across the nation.
Ryan said, "What we're trying to do is tone down the rhetoric, lead by example and show people we can disagree with one another, we can have different ideas without being vitriolic, without going to such extremes."
He added that members of Congress had to meet with the public and needed to strike a balance between "openness and security."
Pelosi noted that in the 2011 shooting of Rep. Gabrielle Giffords, several of her constituents were also shot -- including a nine-year-old girl who died.
"When we evaluate the needs of our members it's about protecting the members and their constituents as well," Pelosi said.
Both stressed repeatedly the need for politicians to step away from inflammatory remarks.
As for the prospect of passing legislation on a bipartisan basis that could prevent gun violence incidents like Wednesday's shooting, Ryan pointed to existing mental health legislation.
"We've made some pretty good progress on that," Ryan said. "We now have to execute and implement that progress."
Pelosi said there is desire among Democrats for a task force on gun safety to study the issue.
"But that's not for today," Pelosi said. "Today is about coming together and celebrating the greatness of Steve Scalise."
Ryan and Pelosi have sought to present a unified front since the shooting. Shortly after the incident, the pair addressed a packed House chamber, calling for unity and condemning the attack.
Senate Majority Leader Mitch McConnell and Senate Minority Leader Chuck Schumer echoed Pelosi and Ryan's calls for unity.
"We want everybody to know that we've always had a robust discussion of the issues in this country throughout our history," McConnell told CNN's Anderson Cooper on Thursday in a joint interview with Schumer. "But we don't dislike each other. We work together all the time. ... We have our political arguments but at the end of the day, we are all Americans. And I think everybody needs to remember that because we're all in this thing together."
Schumer said he hopes the tragedy can bring the parties even "closer together."
"We work together pretty closely before this tragedy," he said. "But if it can help bring things closer together and help us all work closer together, it's a horrible way to do it. We all pray for Mr. Scalise and all the other people's speedy recovery, but let's hope we can get some good at this tragedy. "
Both agreed that arguments between Republicans and Democrats often make the news, but cooperation between the two parties doesn't.
"If we can still, despite the rhetoric, work together in areas where we can work together and the Senate as the cooling saucer help and bring people together a little bit, that's a very good thing and I know Mitch does because we've talked about it, and I do -- we aim to do it," Schumer said.
But as several voices supportive of President Donald Trump, like former House Speaker Newt Gingrich, drew lines between anti-Trump rhetoric and the shooting, Pelosi pushed back earlier Thursday
, arguing the Republican insistence that Democratic rhetoric was to blame for the shooting rang hollow, given the long record of "vitriolic" language from the Republican side of the aisle.
The alleged gunman expressed intense opposition to Republicans on social media and identified himself as a supporter of Sen. Bernie Sanders.
Sanders took to the Senate floor on Wednesday to say the gunman had "apparently volunteered" for his campaign. He said the shooting "sickened" him and stressed his commitment to nonviolent action.
In the Thursday interview, Ryan said he wanted to find more opportunities for Republicans and Democrats to "break bread" together.
"There are not enough relationship-building exercises," Ryan said.