Attorney General Jeff Sessions Jefferson (Jeff) Beauregard SessionsTrump's policies on refugees are as simple as ABCs Ocasio-Cortez, Velázquez call for convention to decide Puerto Rico status White House officials voted by show of hands on 2018 family separations: report MORE joked about connections to Russia before speaking at the Federalist Society convention.

“Is Ambassador Kislyak in the room?” Sessions asked the conservative group. “Before I get started here. Any Russians? Anybody been to Russia? Got a cousin in Russia or something?”

Guests at the convention laughed and applauded Sessions’s jokes, which were not in the official transcript of his speech.

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Sessions’s reported meetings with Russia's ambassador to the U.S., Sergey Kislyak, have been under scrutiny throughout the investigations into whether the Trump campaign colluded with Russia during the 2016 presidential election.

Earlier this week, Sessions testified in front of the House Judiciary Committee, maintaining that he did not lie during his confirmation hearing about his knowledge of contacts between the campaign and Russia.

President Trump made a similar joke during a rally in West Virginia in August, slamming what he called a “fake story” about his campaign’s contacts with Russia.

"Have you seen any Russians in West Virginia, or Ohio or Pennsylvania?" Trump asked at the time. "Are there any Russians here tonight?"