Fox News anchor Shepard Smith criticized President Trump Donald John TrumpBiden on Trump's refusal to commit to peaceful transfer of power: 'What country are we in?' Romney: 'Unthinkable and unacceptable' to not commit to peaceful transition of power Two Louisville police officers shot amid Breonna Taylor grand jury protests MORE over a New York Times report that the president sought to have Hillary Clinton Hillary Diane Rodham ClintonDemocratic groups using Bloomberg money to launch M in Spanish language ads in Florida The Hill's Campaign Report: Presidential polls tighten weeks out from Election Day More than 50 Latino faith leaders endorse Biden MORE and James Comey James Brien ComeyDemocrats fear Russia interference could spoil bid to retake Senate Book: FBI sex crimes investigator helped trigger October 2016 public probe of Clinton emails Trump jabs at FBI director over testimony on Russia, antifa MORE prosecuted at the start of his his show Wednesday.

"That's not how it works," Smith said.

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The Times reported Tuesday that Trump wanted to have the Department of Justice (DOJ) prosecute Clinton, his Democratic opponent in 2016, and Comey, the former FBI director that Trump fired.

Trump reportedly told his then-White House counsel Don McGahn, his liaison to the DOJ, of his desire to prosecute his two political opponents.

But McGahn shot down the idea, telling Trump he didn't have the authority to order those prosecutions and writing in a memo to the president that doing so could put him in jeopardy of being impeached.

Trump has expressed his desire for years to have Clinton prosecuted, telling her in a 2016 debate that he would "instruct my attorney general to get a special prosecutor to look into your situation."

When Clinton said in response that it's "awfully good that someone with the temperament of Donald Trump" wasn't then in charge of the law, Trump replied by telling her that she "would be in jail" if he were.