Trump's abrupt ouster of Comey last month set into motion a sequence of events including the appointment of a special counsel, former FBI Director Robert Mueller, to oversee the probe.
"I know I'm not under investigation", Trump told NBC's Lester Holt in a May 11 interview that came just two days after Trump had fired Comey over, according to the President, the FBI director's handling of the Russian Federation investigation.
As part of his probe into possible obstruction, Mueller has requested interviews with senior intelligence officials about their conversations with Trump, a former senior intelligence official with knowledge of the discussions confirmed to NBC News.
Newsmax CEO Chris Ruddy, a friend of the President, said earlier this week that Trump was considering firing Mueller, who has been appointed to investigate Russia's influence on the 2016 presidential election. Investigators have also been looking for any evidence of possible financial crimes among Trump associates, officials said.
"They made up a phony collusion with the Russians story, found zero proof, so now they go for obstruction of justice on the phony story", Trump tweeted.
Trump's tweet comes less than a day after a unusual statement from a senior official in his administration.
On Thursday, Russian President Vladimir Putin said Comey had presented no evidence to prove that Moscow meddled in the US election, adding that Washington had tried to influence Russian elections "year after year", he said.
Dianne Feinstein, top Democrat on the Senate Judiciary Committee, said she was "increasingly concerned" that Trump will fire both Mueller and Rosenstein. The request specifically asked for "copies of all records of notes taken by or communications sent from FBI Director James Comey" regarding those interactions.
Sarah Huckabee Sanders, the deputy White House press secretary, referred questions about Trump's tweet to the President's private attorney, Marc Kasowitz.More news: India, US vow to strengthen economic ties, resolve differences
The announcement that Mueller would be taking the reins came as Trump was meeting with members of his short-list.
Trump's tweets came after the top lawyer for his transition team warned the organization's officials to preserve all records and other materials related to the Russian Federation probe.
The pair of tweets come one day after the Washington Post reported that Mueller's Russian Federation probe has been expanded to include potential crimes committed by the president.
Consider that paragraph. And consider we are less than 150 days into Trump's presidency and this - an investigation by a special counsel who also happens to be the former FBI director - is where he finds himself.
"My decision", Trump told Holt, a day after the White House had said the president fired Comey based on a recommendation from Rosenstein.
Mark Corallo, a spokesman for Mr Trump's personal lawyer, responded to the Washington Post's report, saying: "The FBI leak of information regarding the president is outrageous, inexcusable and illegal".
Mueller briefed Senators Wednesday on his work.
Trump has told associates he has the legal authority to fire Mueller.