Trump made the comment in a meeting with Republican leadership on health care and tax cuts.
He attended a briefing at the White House along with officials from other government agencies, and according to the Washington Post, as the briefing was wrapping up, Trump asked everyone to leave the room except Coats and CIA Director Mike Pompeo.
"I assume they'll do the same thing with this", Rollins said of the Comey hearing.
Two days after firing Comey last month, Trump called him a "showboat" in an interview with NBC News.
Sessions was unable to provide the assurances the Federal Bureau of Investigation director sought at the time - namely that Trump would not seek to address Comey or the agency directly as it continued the Russian Federation probe, the person said.
Goldman under fire for buying Venezuela 'hunger bonds'
Goldman has defended the deal, saying that many other investors, including mutual funds and exchange-traded funds. The opposition-controlled Congress also voted on Tuesday to ask its USA counterpart to investigate the deal.
Trump has repeatedly denied any coordination took place between his campaign and the Russian government, which, according to US intelligence agencies, stole emails embarrassing to Democratic presidential candidate Hillary Clinton and leaked them to undermine her campaign. Sessions participated in the decision to fire Comey, despite having recused himself from any matters related to the Russia investigation because of his own previously unreported contacts with Russian ambassador Sergey Kislyak.
Brian P. Hale, a spokesman for the Office of the Director of National Intelligence (ODNI), declined to comment on whether Trump asked Coats to intervene with Comey regarding the Flynn investigation.
Meanwhile, on Tuesday evening a person familiar with the situation said Comey had told Attorney General Jeff Sessions that he did not want to be left alone with Trump. When Bratton made the cover of Time Magazine, it was the last straw, and he was gone within the year.
White House officials appear eager to keep the president away from television and Twitter Thursday, though those efforts rarely succeed. Trump is expected to address the Faith and Freedom Coalition's "Road to Majority" conference about 12:30 p.m.
Many legal experts have suggested that the conversation, as well as the firing, could be evidence of obstruction of justice by the president.
He said, "Jared has actually become more famous than me", prompting laughter. I said I have not had a discussion with him.