"I don't know why he wasn't more clear," Duffy said on CNN's "New Day." "This is public information. People know these meetings happen. That's why I wish he would have been more clear."
Sessions met with Russian ambassador Sergey Kislyak -- the same diplomat whose discussions with President Donald Trump's former national security adviser, Michael Flynn, ultimately led to Flynn's dismissal -- on two occasions, according to the Justice Department.
Asked at his confirmation hearings by Minnesota Sen. Al Franken, a Democrat, about a CNN report on Russia's contacts with Trump campaign officials during the campaign, Sessions said he was unaware of any contacts with the campaign and added that he, himself, "did not have communications with the Russians."
Duffy on Thursday told CNN's Alisyn Camerota he believed that, despite the controversy, Sessions should not recuse himself from the wider Russian inquiry.
"I don't have any information to say, listen, Jeff Sessions won't be someone that can adequately oversee it," he said. "That he wasn't clear on the hearing that gives me some concern but as I look at it, Alisyn, they're not meeting in a garage or a dark space. These are very open meetings that the senator had with the Russians."
Democrats have been less forgiving in their reaction to the news, which was first reported by The Washington Post late Wednesday.
Ohio Rep. Tim Ryan, a Democrat who has called for Sessions to resign, said on "New Day" that the attorney general had intentionally misled Congress.
"It's pretty clear (Sessions) lied. He said he was a surrogate and he then went on to say he never had any meetings in any capacity with Russian officials, let alone the top Russian spy in the United States," Ryan said.
Then, in reference to the Flynn controversy -- which effectively ended after it was revealed he had misled Vice President Mike Pence -- Ryan suggested the administration had deeper honesty issues.
"The question," he said, "is why are you people lying?"
"It seems like we're dealing with a bunch of 12- and 13-year-old kids that get caught and lie, and then you have caught them and then they tell you the truth."