COATS also told a Senate panel that he did not think it was appropriate to discuss his conversations with the president at a public hearing.
His comments follow a report that President DONALD TRUMP asked him to derail the Russia investigation.
The National Security Agency chief Admiral MIKE ROGERS also declined to comment on the matter.
ROGERS told a Senate intelligence committee on Wednesday he has never “been directed to do anything illegal, immoral, unethical or inappropriate” as NSA director.