The president has launched a series of attacks against his top law enforcement official in recent days, furious at Sessions for recusing himself from a probe into alleged Russian ties to Trump's election campaign.
Sessions has remained largely silent in response but, in an interview with Fox News during a visit to El Salvador, he admitted to being stung by the president's comments.
"It is kind of hurtful, but the president of the United States is a strong leader," said Sessions, a former senator from Alabama who was one of the first senior politicians to endorse Trump.
Sessions said that Trump's overwhelming desire was for "all of us to do our jobs. That's what I intend to do."
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The attorney general stepped away in March from overseeing the FBI-led Russia probe after it emerged he had not disclosed during his Senate confirmation hearing that he met twice with the Russian ambassador to Washington.
In an interview with The New York Times last week, Trump said he would never have appointed Sessions had he known he would recuse himself from the Russia probe.
He later called him out on Twitter, saying he had been "VERY weak" for failing to open a criminal investigation into his defeated election rival Hillary Clinton.
The attacks, widely seen as designed to force Sessions into resigning, have upset leading figures in Trump's Republican Party, who have sprung to the attorney general's defense.
"If Jeff Sessions is fired, there will be holy hell to pay," Republican Senator Lindsey Graham warned Thursday.
