"I have decided to recuse myself from any existing or future investigations of any matters related in any way to the campaigns for President of the US," Sessions said in a statement.
His remarks came after President Donald Trump said that he had "total" confidence in Sessions and he should not recuse himself from the Russian probe. However, Sessions decided against Trump's wish.
"This announcement should not be interpreted as confirmation of the existence of any investigation or suggestive of the scope of any such investigation," Sessions said.
Sessions said that during the course of the confirmation proceedings on his nomination to be the US Attorney General, he advised the Senate Judiciary Committee that "if a specific matter arose where I believed my impartiality might reasonably be questioned, I would consult with Department Ethics officials regarding the most appropriate way to proceed."