"I've learned since being on the inside that this audit is a serious matter and that he has said that when the audit is complete, he will release his tax returns," Conway said during an interview on ABC's "This Week" that aired Sunday morning. "I also know as a pollster that what concerns people most about quote 'taxes' is their own tax liability, and so we appreciate people being able to see Hillary Clinton's plan and Donald Trump's plan and figure out who will really get the middle-class tax relief."

According to Trump's attorneys, his tax returns filed since 2009 are under audit but those from 2002 to 2008 are no longer under audit. Conway said Sunday in an interview on CNN that she does not want Trump to release those returns, either.

On ABC, Conway also took a swipe at Clinton over transparency: "I'm glad that he's transparent about a number of things, and we're certainly running against the least accountable, least transparent, I think, joyless candidate in presidential political history."

Trump is the first major presidential nominee from either party since 1976 to not release tax returns. Last summer, Clinton released returns from 2007 to 2014, and her campaign shared her 2015 return this month, as well as 10 years of returns from her running mate, Sen. Tim Kaine of Virginia. Trump's running mate, Indiana Gov. Mike Pence, has said that he plans to release his tax returns, with a spokesman telling CNN that this would happen before the election.

In April, Conway appeared on CNN and defended a short-lived alliance between Ohio Gov. John Kasich and Sen. Ted Cruz (Tex.) to stop Trump, a strategy that she considered "fair game."

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"Of course it's fair game," Conway said. "Oh, absolutely. It's completely transparent. Donald Trump's tax returns aren't, and I would like to see those be transparent."

During the Sunday interview on CNN, Conway said she didn't understand why Trump's tax returns have become such a big issue.

"This entire tax return debate is somewhat confounding to me, in the following sense: I don't think that it creates one job, gets one more individual who does not have health insurance covered by health insurance, particularly under the disaster that has been Obamacare with these private insurers pulling out our exchanges now and reporting billions of dollars of losses," Conway said. "If we want transparency, if we want specifics, the most relevant thing that people can look at is what is his plan for their tax bill."