Washington (CNN) Former National Economic Council director Gary Cohn said on Thursday he doesn't think President Donald Trump should comment on independent agencies, after the President's repeated comments bashing the Federal Reserve.

Cohn, who left the White House in March, said in an interview that aired on CNBC that the Federal Reserve is "doing their job as an independent agency."

When asked if he thought the President should be weighing in on the agencies, he replied: "I don't think he should be making comments on any federal agency."

On Tuesday, Trump said in an interview with Fox Business that the Fed is his "biggest threat."

"The Fed is raising rates too fast and it's independent so I don't speak to [him]," Trump said, referring to Federal Reserve Chair Jerome Powell.

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