A new report in The Washington Post said Trump went to extraordinary lengths to hide details of his conversations with Russian President Vladimir Putin even from high-ranking officials in his own administration.
Trump never answered Pirro's question directly, but went on to say that no president has taken a harder stance against Russian Federation than he has.
Current and former U.S. officials told the paper that Trump's efforts include confiscating the notes from his interpreter and not allowing them to discuss the details of the meetings with other officials in his administration.
Trump called in to Fox News' "Justice with Judge Jeanine" Saturday night to discuss a variety of topics, including the southern border and the Times article. "It was a great conversation".
Sen. Ted Cruz, R-Texas, said that Americans beyond the Beltway do not think the investigation into possible collusion between the Trump campaign and Moscow is that important.
Trump's denials follow a Washington Post report Saturday that "U.S. officials said there is no detailed record, even in classified files, of Trump's face-to-face interactions with the Russian leader at five locations over the past two years".
"Why is he so chummy with Vladimir Putin, this man who is a former KGB agent, never been a friend to the USA, invaded our allies, threatens us around the world, and tries his damndest to undermine our elections, why is this President Trump's best buddy?"
The Post reported that the USA interpreter present at the official Hamburg meeting was approached by other administration officials seeking more information about what the two leaders discussed.
Cruz, who sits on the Senate Committee on the Judiciary, said he will consider any evidence provided but isn't going to base his decisions on "unsubstantiated media reports".
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"I think it's the most insulting thing I've ever been asked", Trump told Pirro, a personal friend.
The president also pointed out that the miscreants involved in the counterintelligence investigation were eventually fired themselves. But the White House, and Trump himself, disagree.
"My firing of James Comey was a great day for America", Trump claimed, describing the former Federal Bureau of Investigation director as "a Crooked Cop who is being totally protected by his best friend, Bob Mueller".
A front-page article published Saturday in the New York Times revealing that the FBI secretly opened a counterintelligence investigation into President Donald Trump after he fired FBI Director James Comey has laid bare a massive police state conspiracy by the USA intelligence agencies.
He added, "I was very concerned by President Trump's steadfast and public refusal to embrace the conclusion of our own intelligence community that Vladimir Putin's Russian Federation had interfered in our 2016 election".
Trump has repeatedly criticized the Mueller investigation as a "witch hunt" and views it as an attempt to besmirch the legitimacy of his presidency.
"I would, I don't care", the president told Pirro.
Even then, the president avoided directly answering when Pirro asked whether he now is or has ever worked for Russian Federation. "I don't get it". "This is absurd", she said. "That meeting is open for grabs".