Donald Trump rages about being 'insulted' but won't deny being a Russian agent when asked by Fox News Jeanine Pirro

President Donald Trump called into Fox News host Jeanine Pirro's show on Saturday night where he discussed the wall showdown and Friday's bombshell report from the New York Times about the FBI opening an investigation into whether the president of the United States was a foreign agent operating on behalf of Russia.

Pirro asked Trump point-blank if he was a Russian agent and Trump raged but did not directly deny being a Russian agent.

"I'm going to ask you: Are you now or have you ever worked for Russia, Mr. President?" Pirro asked.

"I think it's the most insulting thing I've ever been asked. I think it's the most insulting article I've ever had written!" Trump said in response.

Trump them mischaracterized the Times report.

"If you read that article you would see they found absolutely nothing," he said. "But the headline of that article? It's called the failing New York Times for a reason. They've gotten me wrong for three years. They've actually gotten me wrong for many years before that."

"They really are a disaster of a newspaper," Trump said.

Watch the exchange below.