Washington (CNN) Former FBI Director James Comey explained Thursday why he thinks "it's possible" that the Russians could have compromising information about President Donald Trump.

Comey said that there are two data points about his interactions with the President that have prompted him to make the assertion -- and the first is that "the President is constantly bringing it up with me to deny it."

"In my experience as an investigator, it's not an ironclad rule, but it's a striking thing when someone constantly brings up something to deny that you didn't ask about," Comey said in a Thursday interview on CNN's "The Lead with Jake Tapper."

He clarified, "I think it's unlikely, but I think it's possible."

The second reason that it's possible the Russians might have "derogatory" information about Trump, Comey said, is that he was "struck" by how Trump "wouldn't criticize Vladimir Putin even in private, which struck me as odd."

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