Mr Trump took to the social networking site Twitter to vent his feelings and added: "With all of the illegal acts that took place in the Clinton campaign & Obama Administration, there was never a special counsel appointed!"
It was not apparent exactly what “illegal acts” the US President was referring to but during the presidential campaign he did state he wanted to appoint a special counsel to investigate his Democratic opponent Hillary Clinton's use of private email during her years as secretary of State – a pledge he has yet to fulfil.
The Twitter posting comes just days after his Justice Department appointed former FBI Director Robert Mueller as special counsel to oversee the the agency's Russia investigation, a decision the president appeared to accept after it was announced.
US President Donald Trump
Donald Trump said in a statement on Wednesday night that "a thorough investigation will confirm what we already know – there was no collusion between my campaign and any foreign entity."
The online comments mirrored a speech by Trump on Wednesday, before Mr Mueller's appointment was announced, in which he said no politician in history "has been treated worse or more unfairly."
The decision to move to an independent probe came a week after Trump abruptly fired FBI Director James Comey, sparking a political firestorm as the agency was in the midst of an investigation into the Russia matter. Trump cited displeasure with the Russia probe as a factor in dismissing Mr Comey.
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This week, news reports alleged that Trump had previously tried to pressure Mr Comey into backing off inquiries into former national security adviser Michael Flynn.
The reports, based on a memo Mr Comey wrote after their conversation, fuelled allegations by Democrats that the Republican president may have been trying to obstruct the investigation.
Mr Flynn's contacts with Russians during the presidential campaign, as well as his work for the Turkish government, are under investigation.
Russia has previously denied intelligence agencies' conclusion that it interfered in the election campaign to try to tilt the vote in Trump's favour.
Similarly, Mr Trump has denied the suggestion that Russia played any role in his November election victory, and has denied any collusion between his campaign and Moscow.
The appointment of a special counsel to take over the Russia probe was widely praised by Democrats and Mr Trump's fellow Republicans.
Donald Trump's Twitter message
Deputy Attorney General Rod Rosenstein, who appointed the special counsel, was due to brief US senators later on Thursday about Mr Comey's removal.
Republican Representative Charlie Dent said there was no question the Russians meddled in the election.
The goal of the special counsel probe, he said, was to determine whether there was collusion between Trump associates and Russia to do so.
US President Donald Trump has taken to Twitter to express his views
Mr Dent said: ”I believe that's why we're having this investigation – to find out if in fact there was collusion.
“I certainly hope there wasn't any but if there is there are going to be very serious consequences.”
Another Republican congressman, Carlos Curbelo, said if any wrongdoing was uncovered, "Those people should be held accountable."
Deputy Attorney General Rod Rosenstein
Moments before Trump weighed in on Twitter, Democratic Senator Joe Manchin welcomed the special counsel investigation and said it was important to get facts in the Russia probe.
He said: ”I am not on a witch hunt. I am on a fact-finding mission.”
Another Democratic senator, Dick Durbin, said he had confidence that Mr Mueller will follow the facts wherever they lead.
US President Donald Trump
Mr Durbin said Trump's actions – including the decision to fire Comey and his "incessant" provocative posts on Twitter – have done more harm than any enemy, real or perceived, could.
He said: "This president has no one to blame but himself for the mess that he's in."