The Metro Mayor of the Liverpool City Region Steve Rotheram says he and local leaders will ensure the region gets 'parity' with deals reached in other parts of England.
Gyms and leisure centres in Liverpool, Wirral, St Helens, Sefton, Knowsley and Halton were ordered to close from Wednesday as the area was placed in Tier 3 and classed as "very high" risk.
Today, leaders across Merseyside branded the tier system of coronavirus regulations a "shambles", following the announcement that gyms in Lancashire can stay open under the strictest measures.
Leaders said they were given no choice on the package of measures, however a Government spokesman said the interventions were a result of consultation with local authorities.
Gym owner Nicholas Whitcombe was fined £1,000 when he refused to close Body Tech Fitness in Moreton, Wirral, on Wednesday.
In a joint statement released on Friday morning, northern mayors said "this is a fight for what is right" as they warned the government's financial package for the hardest hit regions would "not prevent severe hardship".
The statement from Mr Burnham, Jamie Driscoll, Mayor of North Tyne and Steve Rotheram, Mayor of Liverpool City Region, said: “The Government is claiming that the North is divided and only interested in getting what we can for our own region.
A Government spokesman said: "Soft play and car boot sales, which remain open in Merseyside, are closed in Lancashire, whereas the opposite is the case for gyms. Arcades, betting shops and casinos are closed in both areas.
"Intensive discussions with local leaders in both areas identified those which should close in each.
"We have been clear that additional interventions above the baseline for very high alert areas are subject to consultation with local authorities based on local evidence."
The UK's largest gym chain, Pure Gym, said earlier this week it is considering legal action over the Government's decision to close gyms and fitness centres in the Liverpool area.