The remarks were in reference to any potential charges stemming from the Special Council investigating Russian interference in US elections. While asserting his right to pardon himself, he denied any wrongdoing.

Article II, Section 2 of the Constitution explicitly states that the President “shall have power to grant reprieves and pardons for offenses against the United States, except in cases of impeachment.”

Time – President Trump Says He Can Pardon Himself. Most Voters Disagree
The Washington Post – Trump says he has ‘absolute right’ to pardon himself of federal crimes but denies any wrongdoing
Interactive Constitution – Article II, Executive Branch