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7 year oldIn a tweet, the president also seemed to accuse the US deputy attorney general of pursuing a "Witch Hunt".
He said: "I am being investigated for firing the FBI Director by the man who told me to fire the FBI Director!"
Deputy Attorney General Rod Rosenstein wrote a memo the White House used to justify the firing of the ex-FBI chief.
Mr Rosenstein took over the investigation into whether Russia interfered with the US election after Attorney General Jeff Sessions recused himself in March.
The deputy attorney general later appointed Special Counsel Robert Mueller to lead the inquiry.
Earlier this week US media reported that Mr Mueller was investigating the president for possible obstruction of justice.
Mr Mueller was reportedly planning to interview intelligence officials on whether Mr Trump got rid of the FBI director, James Comey, in May to hamper an inquiry into his sacked national security adviser, Michael Flynn.
Mr Trump also tweeted on Friday morning: "After 7 months of investigations & committee hearings about my 'collusion with the Russians,' nobody has been able to show any proof. Sad!"