Mr Trump also told NBC News it was his decision alone to sack James Comey.
Mr Comey was leading an inquiry into alleged Russian meddling in the US election and possible collusion between Trump campaign officials and Moscow.
Mr Trump has dismissed the probe as a “charade”, a claim directly contradicted by Mr Comey’s successor.
In his first interview since firing the FBI director, Mr Trump told NBC News on Thursday he had asked Mr Comey whether he was under investigation.
“I said, if it’s possible would you let me know, ‘Am I under investigation?’ He said: ‘You are not under investigation.'”
The president also appeared to undercut the initial White House explanation that he fired Mr Comey on the recommendation of top justice officials.
“He’s a showboat. He’s a grandstander. The FBI has been in turmoil. I was going to fire Comey. My decision,” Mr Trump said.
“I was going to fire regardless of recommendation.”
“There’s no collusion between me and my campaign and the Russians,” he added.
Mr Trump recently tweeted that the Russia-Trump collusion allegations were a “total hoax”.
But on Thursday he denied he wanted the FBI inquiry dropped.
“In fact, I want the investigation speeded up,” the president told NBC.
“I have nothing to do with Russia,” he said. “I have no investments in Russia. I don’t have property in Russia. I’m not involved with Russia.”
On Thursday afternoon Mr Trump retweeted a five-month-old post by comedienne Rosie O’Donnell, his arch-foe in the world of entertainment.
Many liberals had previously called for Mr Comey to be removed, blaming his updates last year about the FBI inquiry into Hillary Clinton’s emails for Mr Trump’s shock election victory.
The White House has depicted the Russia inquiry as “probably one of the smallest things” that the FBI has “got going on their plate”.
In testimony to the Senate Intelligence Committee, he also cast doubt on White House claims that Mr Comey had lost the confidence of his staff.
“I can confidently tell you that the vast majority of employees enjoyed a deep and positive connection to Director Comey,” Mr McCabe said.
The acting FBI director vowed not to update the White House on the status of the investigation and to notify the Senate panel of any attempt to interfere with the inquiry.
Republican committee chairman Richard Burr asked Mr McCabe if he had ever heard Mr Comey tell Mr Trump the president was not the subject of investigation.