Until Thursday, Mr. Sessions had remained largely silent beyond stating that he would stay in his job “as long as that is appropriate.” But his remarks to Fox News on Thursday went further, acknowledging he had been personally wounded, even as he wanted to forge ahead with the president’s agenda.

“I understand his feelings about it, because this has been a big distraction for him,” Mr. Sessions said of the Russia inquiry. Nonetheless, he said he had followed the recommendation of the Justice Department’s ethics lawyers when he recused himself.

"An attorney general who doesn’t follow the law is not very effective in leading the Department of Justice,” Mr. Sessions said. “Knowing the integrity that’s required of the attorney general, I believe I made the right decision.”

He also expressed sympathy for Mr. Trump. “He has had a lot of criticism and he’s steadfast, determined to get his job done,” Mr. Sessions said. He said the president “wants all of us to do our job, and that’s what I intend to do.”

Mr. Sessions said he intends to step up prosecutions and leak investigations — priorities he said had already begun. Leaks, in particular, “cannot continue, so people need to go to jail,” Mr. Sessions said. “The president has every right to ask the Department of Justice to be more aggressive in that, and we intend to.”