President Trump says naming Jeff Sessions — an ardent supporter in 2016 — as attorney general was the biggest mistake of his time in office.

Mr. Trump, asked in an NBC interview whether he’d like to do anything over, didn’t hesitate, signaling that he’s still rankled by the former senator’s decision to recuse himself from the Russian meddling investigation.

“Yeah, that was the biggest mistake,” Mr. Trump told “Meet the Press” host Chuck Todd in an interview that aired Sunday.

Mr. Trump accused Mr. Sessions, who was fired last year, of failing to adequately protect him against a probe he still calls a “hoax.”

The appointment of special counsel Robert Mueller to oversee the investigation overshadowed the first two years of Mr. Trump’s presidency. Mr. Mueller ultimately found no criminal conspiracy between the president’s team and Russia.

Mr. Trump said he’s happier with Attorney General William Barr, who is probing the roots of the Russia investigation and decided that Mr. Mueller didn’t find evidence to warrant obstruction of justice charges against the president.

“He’s a fine man. The job he’s done is incredible. He’s brought sanity back,” Mr. Trump said of Mr. Barr.

House Democrats are continuing to probe the Russia matter and obstruction, however — and struggling with whether to begin an impeachment inquiry.

Mr. Trump said he thinks the potential backlash from an impeachment might grease his path to a second term, though he’s uncomfortable with having that mark on his legacy.

“I think I win the election easier. But, you know, I’m not sure that I like having it. Look, I did nothing wrong. I was spied on,” he told NBC. “So impeachment’s a very unfair thing because nothing that I did was wrong.”

Looking to 2020, Mr. Trump said he will not waver on Vice President Mike Pence as his running mate, saying he’s 100% behind him, and suggested former Vice President Joseph R. Biden, the Democratic front-runner, would be a weaker opponent than Hillary Clinton was in 2016, saying the latter was “vicious.”

“He’s sleepy. She was not sleepy,” he said.

Mr. Trump said he’s counting on the GOP to retake the House and retain the Senate, too, so he can pursue his white whale of a replacement to Obamacare.

He also deflected blame for the number of children housed in detention centers at the southern border, saying he inherited the dynamics from President Obama and that Democrats aren’t doing enough to assist the humanitarian effort.

“We’re doing a fantastic job under the circumstances. The Democrats aren’t even approving giving us money. Where is the money?” he said.

Mr. Trump’s sit-down with “Meet the Press” was the first of his presidency and his first major interview with NBC since one with Lester Holt in 2017, when the president seemed to suggest he fired FBI Director James B. Comey over the Russia probe.

Mr. Trump’s been doing a round of interviews with major networks and publications like Time magazine. He raised eyebrows when, speaking to ABC recently, he said he’d entertain information on a political opponent offered from foreign actors before deciding whether to report it to the FBI.

Mr. Todd said that answer appeared to invite Russian President Vladimir Putin to interfere in the 2020 elections. Asked if Mr. Trump would tell Mr. Putin not to meddle during the upcoming Group of 20 summit, Mr. Trump was noncommittal and turned the question back upon Mr. Todd: “I may. If you’d like me to do it, I’ll do that.”

Mr. Trump also wavered on whether he’d like to see an FBI probe into the death of Jamal Khashoggi, a Washington Post columnist who was killed at the Saudi consulate in Istanbul.

Investigators say Crown Prince Mohammed bin Salman likely ordered the killing because of Khashoggi’s criticism of his regime. Mr. Trump, who’s cultivated close ties with the Saudis, said the situation has already been “heavily investigated” and pointed to widespread violence in the Middle East by Iran, Saudi Arabia and others.

He said if he cuts off weapons sales to the Saudis as some on Capitol Hill have demanded, they’ll simply look elsewhere.

“If they don’t do business with us, you know what they do?” he said. “They’ll do business with the Russians or with the Chinese.”

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