President Donald Trump shakes hands with Gary Cohn, Director of the National Economic Council, during a retreat with Republican lawmakers and members of his Cabinet at Camp David in Thurmont, Maryland, January 6, 2018.

President Donald Trump took a shot at his former top economic advisor Gary Cohn, suggesting in an interview Thursday that he has dirt on him that he could expose.

Discussing the various leaks coming out of his administration that have been turned into multiple news stories and a few salacious books, Trump responded sharply when an interviewer on Fox News Channel's "Fox & Friends" suggested that Cohn, along with former White House staff secretary Rob Porter, was one of the sources.

"I was very good to both of them. It could have been [them leaking]. A lot of people have said that," the president said. "Gary Cohn, I could tell stories about him like you wouldn't believe."

He did not elaborate on what those stories might be, but he continued to criticize Cohn, who was National Economic Council director from the onset of Trump's term in January 2017 until April 2018. Before that, Cohn was president of Goldman Sachs.

In particular, Trump alleged that Cohn left the administration because "he never thought we could make" trade deals with Canada and Mexico, which partnered with the U.S. in what used to be called NAFTA.

"Gary Cohn never thought we could ever make this deal with Mexico and never thought in a million years we could make this deal with Canada," Trump said.

The questions about Cohn being a leaker focused specifically on Bob Woodward's book, "Fear: Trump in the White House." The best-seller features dozens of insider stories including one-on-one conversations that would have required an eyewitness.

In one passage, Woodward quotes Cohn calling Trump "a professional liar."

Cohn couldn't be reached for comment. He had publicly expressed his displeasure with Trump's reaction to the racial violence in Charlottesville, Virginia, that took place in August 2017.