Donald Trump has warned his special counsel from looking into his family's finances beyond the scope of his investigation into Russian interference in last year's election.

In an interview with The New York Times, the US President was asked if Robert Mueller would be crossing a red line by investigating his family finances.

"I would say yes," Mr Trump replied.

However, the President would not be drawn on what he would do about it. “I think that’s a violation. Look, this is about Russia," he said.

Trump and Putin shared second undisclosed meeting at G20

Mr Mueller's investigation into Russian meddling in the 2016 election and potential ties between the Russian government and Trump campaign aides has cast a growing cloud on the Trump administration.

But Mr Trump went on to say he didn't think he was under investigation.

“I don’t think we’re under investigation,” he said. “I’m not under investigation. For what? I didn’t do anything wrong.”

Mr Trump appeared to threaten Mr Mueller, suggesting he had damaging information on the former FBI director.

He said Mr Mueller's selection for the job was a conflict of interest because he had interviewed him to serve as the replacement FBI director.

"There were many other conflicts that I haven't said, but I will at some point," Mr Trump said.

Donald Trump's international Presidential trips Show all 22 1 /22 Donald Trump's international Presidential trips Donald Trump's international Presidential trips French President Emmanuel Macron and US President Donald Trump AFP/Getty Images Donald Trump's international Presidential trips French President Emmanuel Macron and US President Donald Trump talk as they leave the Army Museum at Les Invalides in Paris AFP/Getty Images Donald Trump's international Presidential trips German Chancellor Angela Merkel and US President Donald Trump arrive for the group photo at the G7 Taormina summit on the island of Sicily in May 2017 Getty Images Donald Trump's international Presidential trips Mr Trump was pressed on the subject at the G7 summit in Italy Getty Donald Trump's international Presidential trips US President Donald Trump gives a speeech at the Warsaw Uprising Monument on Krasinski Square Getty Donald Trump's international Presidential trips US President Donald Trump and Britain's Prime Minister Theresa May during a ceremony at the NATO headquarters before the start of a summit in Brussels, Belgium Reuters Donald Trump's international Presidential trips Montenegro's Prime Minister Dusko Markovic is seen to the right of Donald Trump at a Nato summit in Brussels REUTERS Donald Trump's international Presidential trips Pope Francis meeting with US President Donald J. Trump EPA Donald Trump's international Presidential trips Pope Francis poses with US President Donald Trump and First Lady Melania Trump AFP/Getty Images Donald Trump's international Presidential trips US President Donald Trump arrives at Palazzo del Quirinale ahead of the meeting with Italian President Sergio Mattarella Ufficio Stampa Presidenza della via Getty Donald Trump's international Presidential trips US President Donald Trump is seen during a joint press conference with the Palestinian leader at the presidential palace in the West Bank city of Bethlehem AFP/Getty Images Donald Trump's international Presidential trips Palestinian president Mahmoud Abbas meets US President Donald Trump PPO via Getty Donald Trump's international Presidential trips Israeli Prime Minister Benjamin Netanyahu speaks with US President Donald Trump prior to the President's departure GPO via Getty Images Donald Trump's international Presidential trips US President Donald Trump and Israel's Prime Minister Benjamin Netanyahu shake hands after delivering a speech at the Israel Museum AFP/Getty Images Donald Trump's international Presidential trips US President Donald Trump and First Lady Melania Trump lay a wreath in the Hall of Remembrance as White House senior advisor Jared Kushner and Ivanka Trump watch on during a visit to the Yad Vashem Holocaust Memorial museum AFP/Getty Images Donald Trump's international Presidential trips US President Donald Trump visit to Yad Vashem Holocaust museum in Jerusalem accompanied by Prime Minister Benjamin Netanyahu GPO via Getty Images Donald Trump's international Presidential trips US President Donald Trump takes his seat before his speech to the Arab Islamic American Summit in Riyadh in Saudi Arabia Reuters Donald Trump's international Presidential trips Saudi Arabia's King Salman bin Abdulaziz al-Saud, US President Donald Trump and US First Lady Melania Trump look at a display of Saudi modern art at the Saudi Royal Court in Riyadh AFP/Getty Images Donald Trump's international Presidential trips US President Donald Trump and Saudi Arabia's King Salman bin Abdulaziz al-Saud take part in a signing ceremony at the Saudi Royal Court in Riyadh AFP/Getty Images Donald Trump's international Presidential trips King Salman presents Donald Trump with The Collar of Abdulaziz al-Saud Medal at the Royal Court Palace on 20 May AP Donald Trump's international Presidential trips US President Donald Trump is welcomed by Saudi King Salman bin Abdulaziz al-Saud upon arrival at King Khalid International Airport in Riyadh AFP/Getty Images Donald Trump's international Presidential trips U.S. President Donald Trump and first lady Melania Trump walk on the South Lawn prior to their first foreign trip Getty Images

The President also said he would never have appointed Jeff Sessions as attorney general had he known Mr Sessions would recuse himself from overseeing the Russia investigation.

In an extraordinary denouncement of one of his earliest backers in Washington, Mr Trump said Mr Sessions' decision to recuse himself from all matters related to Russia was "very unfair to the president."

"Sessions should have never recused himself," he told the paper, "and if he was going to recuse himself he should have told me before he took the job and I would have picked somebody else."