Sessions communicated to Wray, who was hand-picked by Trump and sworn in in August, that he needed a fresh start with his senior team at the FBI, a source familiar with the conversation told CNN. Sessions specifically suggested the bureau's deputy director, Andrew McCabe, and its top lawyer, James Baker, should go.
It is not clear if Sessions explicitly told Wray to fire the two men or simply reassign them, according to the source. Wray, in turn, threatened to quit if McCabe was removed or reassigned from his post. Baker was reassigned late last year.
Asked Tuesday about reports of Wray's threat to quit, Trump said: "He didn't at all. He did not even a little bit. Nope. And he's gonna do a good job."
McCabe has come under public criticism by Trump and his allies in recent weeks over the FBI's handling of the Hillary Clinton email investigation and his connections to anti-Trump messages sent between two FBI employees during the campaign.
White House press secretary Sarah Sanders said she was unaware how Trump would know that Wray has not threatened to resign, but said her "guess" would be that it came from conversations the President had with the FBI director.
"I guess that would be based on conversations that he had with Director Wray. I haven't been part of those so I can't speak to it any further," she said.
The White House principal deputy press secretary Raj Shah issued a statement Monday praising Wray while attacking other senior FBI officials in response to Axios' reporting.
"The President has enormous respect for the thousands of rank-and-file F.B.I. agents who make up the world's most professional and talented law enforcement agency," Shah said.
"He believes politically motivated senior leaders, including former Director (James) Comey and others he empowered, have tainted the agency's reputation for unbiased pursuit of justice. The President appointed Chris Wray because he is a man of true character and integrity, and the right choice to clean up the misconduct at the highest levels of the F.B.I. and give the rank and file confidence in their leadership," Shah said.
CNN previously reported that McCabe, who is eligible to retire in March, told other senior FBI officials months ago that he planned to retire in the near future. Under FBI rules governing accumulated leave, he may be able to exit earlier.
Asked about the Axios report in an interview on CNN's "Cuomo Prime Time," White House counselor Kellyanne Conway declined to respond and said she had no direct knowledge of direct conversations between the attorney general and the FBI director.
"I am certainly not discussing what Attorney General Sessions and Director Wray discuss on the job," Conway said. "I would have no direct knowledge of that."
Trump has publicly called on McCabe to step down and tweeted repeated attacks on the FBI official.
In one December tweet, Trump said
, "FBI Deputy Director Andrew McCabe is racing the clock to retire with full benefits. 90 days to go?!!!"
McCabe took on heightened scrutiny and criticism as news surfaced early last month that FBI agent Peter Strzok had been removed
over the summer from the special counsel investigation led by Robert Mueller after the special counsel learned of anti-Trump messages Strzok had exchanged during the campaign with Lisa Page, an FBI lawyer who also was assigned to the Mueller investigation.
In an August 2016 message, Strzok made an apparent reference to a discussion in McCabe's office.
A new cache of messages
between Strzok and Page were delivered to Congress last Friday, according to Wisconsin Republican Sen. Ron Johnson. The senator asked in a letter on Saturday if the FBI has any records of messages exchanged from December 14, 2016, to May 17, 2017, which the Justice Department said were not preserved due to a technical glitch.
CNN's Noah Gray contributed to this report.