“Why aren’t they the subject of the investigation?” Mr. Trump asked. The president regularly uses Twitter to question why the Justice Department is not investigating his political opponents.

Mr. Trump has denied that Russia was involved in the 2016 election meddling. But an indictment announced last week against 13 Russians and three companies described a sophisticated, multiyear Russian influence campaign designed to sow discord across the American democratic process. On Tuesday, the special counsel, Robert S. Mueller III, announced charges against the 19th person in the sprawling probe that has dogged Mr. Trump’s presidency.

Mr. Trump does not think Mr. Sessions — one of his earliest supporters — has done enough to protect him from the Russia probe. The president has publicly said he never would have hired Mr. Sessions if he knew the attorney general would recuse himself from the Russia investigation.

The attorney general’s recusal last year was the first in a series of steps that led to Mr. Mueller’s appointment. Mr. Trump had once considered firing Mr. Mueller, but he backed down after the objection of a senior adviser.

In recent months, Mr. Trump has become more critical of federal law enforcement and has called senior officials at the F.B.I. biased against him.