President Donald Trump continues to wonder why Republican Roy Moore - once considered a sure thing to win the U.S. Senate seat from Alabama - lost to Democrat Doug Jones, according to a recent report.

Audio obtained by the New York Times revealed Mick Mulvaney, White House budget director, telling fellow Republicans the president isn't over Moore's 2017 Senate loss.

"The president asks me all the time, 'Why did Roy Moore lose?'" Mulvaney said. "That's easy. He was a terrible candidate."

Moore, Alabama's former chief justice, lost in a close race to Jones in a December 2017 special election to fill the Senate seat once held by now-Attorney General Jeff Sessions. A month before the election, Moore was accused of having improper sexual contact when teenage girls in the 1970s, allegations that rocked the race.

Moore denies the allegations.

Jones faces reelection in 2020.