In fact he's working it "every single day," Mulvaney said in an interview that aired on "Power Lunch."
There has been speculation about Cohn's future since he reportedly fell out of favor with Trump. Cohn, director of the White House Economic Council and former chief operating officer at Goldman Sachs, publicly criticized the president for his reaction to the deadly violence in Charlottesville, Virginia.
"Gary may be a little bit more behind the scenes, Steven Mnuchin out in front of the camera a little more," Mulvaney said. "This is still very much a team effort on taxes."
When asked if Cohn may be out of the loop at all, Mulvaney replied, "I know that he's not."
— CNBC's Jeff Cox contributed to this report.