President Donald Trump at a White House product showcase on Monday featuring items created in each of the 50 US states. AP Photo/Alex Brandon

President Donald Trump regrets choosing Jeff Sessions as his attorney general, he told The New York Times on Wednesday.

"Sessions should have never recused himself, 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," Trump told The Times.

It was a stunning admission about Sessions, who was one of Trump's earliest and strongest supporters during the 2016 presidential campaign and often appeared with Trump at rallies. Trump bristled at Sessions' recusal, which he blames for the appointment of former FBI Director Robert Mueller as special counsel in the Russia investigation.

Mueller was appointed to oversee the expanding inquiry after James Comey, the FBI director Trump fired in May, leaked his accounts of private conversations with Trump in which, he said, Trump asked him to drop the FBI's investigation into former national security adviser Michael Flynn.

The parallel inquiries into Russia's meddling in last year's US election and possible collusion between the Kremlin and the Trump campaign have taken a life of their own since Mueller was appointed, embroiling much of Trump's inner circle and leading to multiple headlines that have been unflattering to the president and his family.

Trump has called the Russia investigation a "witch hunt." He has also taken aim at Mueller and his team of investigators, accusing them of potential conflicts of interest. The president said Mueller's investigators could cross a "red line" if they looked into his family's finances beyond the scope of Russian meddling, The Times reported.

Though Mueller was appointed by, and reports to, Deputy Attorney General Rod Rosenstein, Trump has previously floated the possibility that he could order the Justice Department to remove Mueller from the investigation.