Story highlights Attorney General Jeff Sessions recused himself from the DOJ Russia probe in March

The frustration between President Donald Trump and Sessions has gone both ways

Washington (CNN) President Donald Trump and Attorney General Jeff Sessions have had a series of heated exchanges in the last several weeks after Sessions recused himself from the Russia probe, a source close to Sessions told CNN Tuesday.

A senior administration official said that at one point, Sessions expressed he would be willing to resign if Trump no longer wanted him there.

The frustration comes at a critical juncture for Trump. Former FBI Director James Comey is set to testify Thursday about his private discussions with Trump and the Russia investigation has lapped into the White House, with questions about the President's son-in-law and adviser, Jared Kushner.

Tuesday afternoon, White House press secretary Sean Spicer declined to say whether Trump has confidence in Sessions.

"I have not had a discussion with him about that," Spicer said.

Read More