President Trump Donald John TrumpHR McMaster says president's policy to withdraw troops from Afghanistan is 'unwise' Cast of 'Parks and Rec' reunite for virtual town hall to address Wisconsin voters Biden says Trump should step down over coronavirus response MORE on Wednesday said he has “no idea” how two pages of his 2005 tax returns were leaked — even as some in the media speculate that he is the source himself.

“I have no idea where they got it, but it’s illegal and they’re not supposed to have it and it’s not supposed to be leaked and it’s certainly not an embarrassing tax return at all,” Trump said during a Wednesday night interview on Fox News’s "Tucker Carlson Tonight."

“But it’s an illegal thing they’ve been doing it, they’ve done it before and I think it’s a disgrace.”

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MSNBC, in a surprise report Monday night, announced that it had obtained Trump’s 2005 Form 1040. But by the time MSNBC host Rachel Maddow got to the numbers, the White House preemptively revealed that Trump had reported $150 million in income and paid $38 million in taxes that year.

David Cay Johnston, a Pulitzer Prize-winning investigative journalist who was sent Trump’s tax returns, has speculated that Trump could have mailed it to him.

“By the way, let me point out it’s entirely possible that Donald sent this to me,” Johnston said on MSNBC’s “The Rachel Maddow Show.”

“Donald Trump has over the years leaked all sorts of things,” he added. "Donald has a long history of leaking material about himself when he thinks it’s in his interest.”

And MSNBC host Joe Scarborough said it's "painfully obvious" that Trump leaked the documents to distract from larger issues, like Russia and the healthcare fight.

Johnson has defended his decision to publish the documents, arguing that it’s not illegal because they were given to him unsolicited.

Earlier Wednesday, Trump questioned how Johnston received his tax returns.

“Does anybody really believe that a reporter, who nobody ever heard of, 'went to his mailbox' and found my tax returns? @NBCNews FAKE NEWS!” Trump tweeted.

Trump's tax returns have returned to the spotlight after a presidential campaign where he became the first major party nominee in decades to not release them.

Trump has maintained that he won't release his tax returns until the IRS completes an audit, but the IRS has said that an audit doesn't prevent someone from publishing their own returns.