In addition to any possible tapes, the two congressmen request "all documents, memoranda, analyses, emails, and other communications relating to the President's decision to dismiss Director Comey" by May 25.
Mr Trump said the candidates were "outstanding people" and "very well known".
Sen. Dick Durbin D-Ill., called Trump "dangerous" on Friday in the wake of Trump's post on Twitter that suggested he taped a conversation with Comey.
Critics have assailed Trump for abruptly dismissing Comey, who was leading the agency's investigation into alleged Russian meddling in the 2016 USA election, and possible ties between Moscow and the Trump presidential campaign.
"Spicer: "The president has no further comment on this".
The White House also shifted its stance on whether Comey's termination had anything to do with the Russian Federation investigation, at first saying it was not linked.
The Justice Department has said Sessions and his deputy, Rod Rosenstein, were involved in the interviews because the Federal Bureau of Investigation director reports to them as attorney general and deputy attorney general.
Alice Fisher, a high-ranking Justice Department official in former President George W. Bush's administration, was among those scheduled to be interviewed Saturday.
The person he selects will ultimately be responsible for the FBI's investigation into possible collusion between the Trump presidential campaign and Russian Federation.
During an interview that will air on Fox News on Saturday, Trump said of the Comey tapes, "Well, that I can't talk about".
White House press secretary Sean Spicer found himself playing defense - yet again - Friday for tweets President Trump sent earlier in the day.
The president is reported to have asked Comey whether he could be loyal to him during a dinner meeting in February shortly after his inauguration.
Trump, in his termination letter to Comey, said Comey told him on three different occasions that Trump wasn't under investigation.
Jeff Mason, the president of the White House Correspondents' Association, responded to the president's tweets, saying that the White House briefings and press conferences "conducted in full view of our republic's citizens, is clearly in line with the spirit of the First Amendment". If tapes ever are leaked to the media, as Trump threatened, they might not be coming from Trump.