Earlier this week, the president called the investigation the "greatest WITCH HUNT in American political history" and said it was being led by "some very bad and conflicted people".
The morning missive appeared to refer to Rod Rosenstein, the deputy attorney general.
It wasn't clear whether the president's comment confirming he was under investigation was based on direct knowledge or media reports this week that Mueller is examining whether the president obstructed justice by firing Comey last month.
Blaming Rosenstein, as Trump did on Friday, stretches credulity, particularly because Trump himself said in a nationally televised interview on May 11 that he was going to fire Comey regardless of what Sessions, Rosenstein, or anybody else told him.
Trump's tweet appears to be a reference to a memo Rosenstein issued shortly after assuming his position in the DOJ. The tweet was not confirmation that the president or his attorney has been informed by the Department of Justice or Mueller that Trump is the subject of an investigation.
Trump has repeatedly complained about the probe, saying Democrats can not accept his election win.
HORSLEY: And the memo was all about the way Comey dealt with the email investigation of Hillary Clinton past year. Mueller also has expansive powers to investigate any matters that develop from his initial investigation.
In a foreboding sign, Rosenstein privately admitted to colleagues that he may have to recuse himself from the ongoing federal probe ABC News reported Friday. The order by the general counsel for his transition team casts a wide net on documents that could shed light on ties between Trump's presidential campaign and representatives of Russia's government. Attorney General Jeff Sessions recused himself from the investigation, and Deputy Attorney General Rod Rosenstein appointed Robert Mueller to oversee it in the wake of Comey's ouster.
Significantly, Preet Bharara, the India-born former top United States federal prosecutor, earlier this week had said that there was enough evidence to begin an obstruction of justice case against Trump over his alleged interference in the Russian Federation probe.
The FBI probe, now in the hands of special counsel Robert Mueller, shifted its focus to allegations of obstruction in the days after Trump fired the agency's then-director James Comey on May 9.
On Thursday, Trump tried to turn the negative attention, which he perhaps feels is contributing to his historically low approval rating, toward a familiar victim: "Why is that Hillary Clintons [sic] family and Dems dealings with Russian Federation are not looked at, but my non-dealings are?" NPR's White House correspondent Tamara Keith reports.
Trump, who hired his own lawyer last month to represent him regarding probes by the special counsel and congressional committees, continued his harsh criticism of the investigations in series of tweets on Friday. "Sad!" he wrote in one post. So this particular tweet coming from Trump on Friday morning went off like a siren. Trump may not be able to swing public opinion in his favor as Clinton did with Starr, but he can survive Twitter counterattacks against Comey and even Mueller.
The memo to former transition team members on Thursday also seeks specific information on five people, the Times reported.
The Obama administration and the intelligence community conflated the real threat of Russian interference in the American electoral process with the false narrative of Trump-campaign collusion in the interference.