Sessions recused himself from the investigation, which will look into possible collusion between Trump campaign associates and the Russians, shortly after being confirmed to the post, citing his work on the Trump campaign.
Trump, who has publicly aired his anger over the existence of the probe, attacked several other figures connected to it, including Deputy Attorney-General Rod Rosenstein, Special Counsel Robert Mueller, and former FBI Director James Comey.
Trump called Sessions' decision to recuse himself "very unfair to the president".
"Jeff Sessions takes the job, gets into the job, recuses himself, which frankly I think is very unfair to the president," he added. "How do you take a job and then recuse yourself? If he would have recused himself before the job, I would have said, 'Thanks, Jeff, but I'm not going to take you.' It's extremely unfair - and that's a mild word - to the president."
A spokeswoman for the Department of Justice declined to comment.
Trump also suggested that the special counsel investigation was now rife with conflicts, though he did not specifically name them.
Mueller, a former FBI director, was appointed to lead the investigation after Trump fired Comey. Trump had also considered Mueller as a candidate to replace Comey.
"He was up here and he wanted the job," Trump said. After he was named special counsel, "I said, 'What the hell is this all about?' Talk about conflicts. But he was interviewing for the job. There were many other conflicts that I haven't said, but I will at some point."
Trump also expressed reservations about Rosenstein, who appointed the special counsel. According to the New York Times, the president expressed annoyance when learning that Rosenstein was from Baltimore, where he had served as a federal prosecutor.
"There are very few Republicans in Baltimore, if any," Trump said.
