But Sekulow says the legal team has "received no notice of investigation".
On CBS's Face the Nation on Sunday, Sekulow also said that he believed the president would finally explain whether or not there were recordings of his conversations with Comey, as Trump has also tweet-implied, sometime this week.
When Wallace tried to get Sekulow to concede that, even if there was no investigation letter, there's no way to be sure Trump isn't under investigation, the president's lawyer said: "I can't read people's minds".
On Twitter Friday, Trump wrote as part of a tweet about the probe that "I am being investigated". Host Chris Wallace heard the same Trump-tweet defense from Sekulow, but repeatedly made it clear that he didn't think the lawyer actually knew whether or not the president was under investigation.
A fun activity when following the ever-unraveling Trump administration is watching the president's associates struggle to maintain their story lines despite their master's tweets.
Sekulow insisted that Trump fired Comey over his handling of the investigation into Hillary Clinton's use of a private email server when she was secretary of state - for which she was not charged and pointed out that Trump told Holt that firing Comey would likely lengthen the investigation. Anonymous leakers have claimed Mr Trump asked his former FBI director to pledge his loyalty, and pressured him to drop an investigation into one of his former staffers - allegations Mr Comey confirmed in his Senate testimony.
The statements from both men come as Washington struggles to make sense of investigations into the Trump campaign's potential ties to Russian Federation - and the White House's ever-changing response to those investigations. "That's it. Simple explanation", Sekulow told CNN's "State of the Union".
When asked if Mr. Trump interfered in the FBI's investigation, Sekulow said that in prior interviews, Mr. Trump "acknowledged that by firing James Comey as FBI director the president acknowledged that he would in fact probably extend the nature and length of the scope of the FBI, the special counsel probe".More news: Julie Bishop Confirms Two Australians Killed In London Terror Attack
"So he's being investigated for taking the action that the attorney general and deputy attorney general recommended him to take, by the agency who recommended the termination", Sekulow said. "The president is not a subject or target of an investigation".
Trump's statements on Twitter are a sign of his frustration with the Russian Federation allegations, said former Republican Speaker Newt Gingrich, on ABC's "This Week".
The order from the general counsel for the transition team casts a wide net on documents that could shed light on ties between Trump's presidential campaign and representatives of Russia's government.
Wallace: Sir you just said two times that he's being investigated.
Trump tweeted on Sunday morning.
Has anyone told Trump he's not being investigated?
"So the response there is clear and I want be really clear about this", he added. "There's a lot of information yet to go".