WASHINGTON, DC - FEBRUARY 23:  U.S. President Donald Trump speaks to members of the media prior to his departure from the South Lawn of the White House February 23, 2018 in Washington, DC. President will address the annual CPAC conference in National Harbor, Maryland. (Photo by Alex Wong/Getty Images)
WASHINGTON, DC - FEBRUARY 23: U.S. President Donald Trump speaks to members of the media prior to his departure from the South Lawn of the White House February 23, 2018 in Washington, DC. President will address the annual CPAC conference in National Harbor, Maryland. (Photo by Alex Wong/Getty Images)
PHOTO: Alex Wong/Getty Images North America/Getty Images
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(CNN) —  

President Donald Trump poked fun at himself and members of his administration who have given him grief at an annual Washington social event Saturday, joking about former chief strategist Steve Bannon, Attorney General Jeff Sessions and even first lady Melania Trump.

At the Gridiron Club Dinner on Saturday night, a white-tie event typically including both journalists and politicians, and featuring jokes about both sides of the aisle, the President made light of a public feud with his attorney general, an embarrassing demotion of sorts for his son-in-law, Jared Kushner, and any possible tension in his marriage over alleged affairs.

“So many people have been leaving the White House,” Trump joked. “It’s actually been really exciting and invigorating ‘cause you want new thoughts. So I like turnover. I like chaos. It is really good. Now, the question everybody keeps asking: Who’s going to be the next to leave, Steve Miller or Melania?”

Saturday was a rare appearance for the President, who has avoided events in the past where he might mingle with the media or Washington establishment. The annual closed-door dinner, hosted by the exclusive group of top Washington journalists, traditionally includes a night of jokes, skits and musical numbers.

“Before I get started, I wanted to apologize for arriving a little bit late. You know, we’re late tonight because Jared could not get through the security,” Trump joked in a nod to Kushner recently losing his top security clearance as a senior adviser.

Kushner, first daughter and senior adviser Ivanka Trump, Vice President Mike Pence, second lady Karen Pence, a number of Trump’s Cabinet secretaries, and White House press secretary Sarah Sanders were just a few in attendance at Saturday’s dinner.

The President took jabs at another attendee in the audience, Attorney General Jeff Sessions, whom he had publicly lambasted on Twitter earlier this week.

“I offered a ride over and he recused himself,” said Trump, referring to Sessions’ decision to remove himself from the Justice Department’s Russia investigation, which upset Trump so much he once asked for Sessions’ resignation, according to The New York Times.

As for his former chief strategist Bannon, “That guy leaked more than the Titanic,” he said.

Any sort of anger and frustration Trump might have felt over this past week, whether over Sessions’ decision to leave an investigation into alleged surveillance abuses to the Justice Department’s watchdog, a report that at least four nations sought to exploit Kushner, or the resignation of one of his closest aides, Hope Hicks, Trump didn’t show it.

“My staff was concerned that I couldn’t do self-deprecating humor, and I told them not to worry, nobody does self deprecating humor better than me,” Trump said.

Trump saved some of his edgier jokes for Democrats. He referred to House Minority leader Nancy Pelosi as “crazy,” quipped that Rep. Maxine Waters should take an IQ test, said he could kick “sleepy” former Vice President Joe Biden’s ass, and joked that Sen. Elizabeth Warren suggested the US, Iran and North Korea “smoke a peace pipe” – a remark about her claims of Native American heritage.

Trump, who has attacked the press as an “enemy of the people,” teased the media in more jovial manner Saturday night.

Wrapping up his speech, Trump joked that he had to be “up early” to watch “Fox and Friends,” but that the night was “one of the best times I can ever remember having with the media.”

“This might be the best night I’ve had since watching your faces on election night,” Trump said.