He made the claim multiple times, including on Fox News and on the White House lawn to reporters.

He explained to reporters, “It was an illegal investigation…Everything about it was crooked — every single thing about it. There were dirty cops. These were bad people. If you look at McCabe and Comey, and you look at Lisa and Peter Strzok, these were bad people.” He continued, “And this was a — an attempted coup.  This was an attempted takedown of a President.”

Since then, Trump’s own Department of Justice has determined that the FBI acted appropriately when they first launched the probe into election interference in July 2016, before Trump was elected, and that it was not tainted by political bias.

WhiteHouse.gov – Remarks by President Trump Before Marine One Departure
The Washington Post – Trump says he was the target of ‘an attempted coup’ with Mueller investigation
Politico – Trump: Russia investigations an attempted ‘coup’
The Wall Street Journal – Justice Department Watchdog Finds Proper Legal Basis, But Errors, in Russia Probe
CNBC – Justice Department watchdog finds Trump-Russia probe was not tainted by political bias