On Monday, an ABC News reporter caught Cohen on video walking through the Union Station railroad complex on Capitol Hill in Washington, accompanied by Petrillo.
Cohen did not respond to a series of questions fired at him during the video, including ones asking why he was in Washington, whether he was meeting with Mueller, or whether he was going to "meet with the president."
Cohen kept a deadpan look on his face during all the questions except for the last, when he was asked how his train ride was.
"The train was great," Cohen cracked, flashing a grin.
Petrillo did not immediately respond to a request for comment from CNBC.
Read more: Democrats are waiting for a Mueller report that may never come
Mueller is investigating Russian interference in the 2016 presidential election, possible coordination between the Kremlin and the Trump campaign, and potential obstruction of justice by Trump himself.
The president has repeatedly called Mueller's investigation a "witch hunt" and denied any wrongdoing by him or his campaign.
The White House also has denied Trump had an affair with porn star Stormy Daniels, whose real name is Stephanie Clifford, or with former Playboy model Karen McDougal. Cohen paid $130,000 to Daniels on the eve of the 2016 presidential election for her silence about the alleged tryst with Trump. McDougal received $150,000 that same year from the publisher of the Trump-friendly supermarket tabloid The National Enquirer, which did not publish her account of a relationship with the president before Election Day.
Last week, Trump forced out Attorney General Jeff Sessions and installed Matthew Whitaker as acting attorney general in his place. The president had often publicly criticized Sessions for recusing himself from the Russia probe.
Whitaker's appointment put him in charge of Mueller's case. It also led to calls by a number of members of Congress to allow the special counsel to complete his work unimpeded.
Watch: Mueller's investigation could make money for taxpayers