But Trump was criticizing Sessions for doing something that endorses Trump's own belief that his campaign was unfairly targeted by the Justice Department and the FBI.
The tweet refers to a request by federal authorities to the Foreign Intelligence Surveillance Court in 2016 to wiretap former Trump campaign advisor Carter Page, who was suspected of having contacts with Russians.
Trump expressed irritation that Sessions has asked the Justice Department's internal watchdog, the Office of the Inspector General, to probe whether prosecutors abused their powers in targeting Page. The inspector general, Michael Horowitz, was appointed in 2012 by then-President Barack Obama.
In a statement Wednesday afternoon, Sessions defended himself and his department.
"We have initiated the appropriate process that will ensure complaints against this Department will be fully and fairly acted upon if necessary," Sessions said. "As long as I am the Attorney General, I will continue to discharge my duties with integrity and honor, and this Department will continue to do its work in a fair and impartial manner according to the law and Constitution."
Trump has been venting anger at Sessions since last year, when the attorney general recused himself from any role in the Justice Department's investigation of Russian meddling in the 2016 election and into the question of whether the Trump campaign colluded with Russians.
Sessions' recusal was promptly followed by the appointment of special counsel Robert Mueller to handle that case. That appointment was made by Sessions' deputy Rod Rosenstein.
Since then, Mueller has charged four former Trump aides with various crimes. Among them are onetime Trump campaign manager Paul Manafort and his business associate and fellow campaign official, Rick Gates. Both men were hit with charges related to their work on behalf of pro-Russia political parties in Ukraine.
Gates last week pleaded to guilty to lying to Mueller's office and conspiracy against the U.S. related to his work as an unregistered foreign agent.
Mueller has also charged 13 Russians and three Russian entities with interfering in the 2016 campaign. An indictment alleges that the Russians strongly promoted Trump in social media posts that purported to be from Americans.
Trump has denied any collusion with Russians, and has repeatedly criticized Mueller's probe.