"My deputy Rod Rosenstein is highly capable, I have the highest confidence in him," Sessions told reporters.
His stance was echoed by US House of Representatives Speaker Paul Ryan who also did not support the idea of impeaching Rosenstein.
"I don’t think we should be cavalier with this process or this term," Ryan said. "I don’t think this rises to the level of high crimes and misdemeanors."
On Wednesday, Representatives Jim Jordan and Mark Meadows, along with nine co-sponsors, filed articles of impeachment against Rosenstein – a long-shot attempt to oust the official in charge of the Trump-Russia probe.
The lawmakers claim Rosenstein is withholding documents related to Department of Justice and FBI decisions during the 2016 US presidential campaign to end an investigation of Hillary Clinton and begin spying on officials in the Trump campaign.
The disclosure of spying initiated a chain of events that led to Rosenstein’s appointment of Robert Muller as special counsel charged with investigating unverified allegations of collusion between the Trump campaign and Russian officials.
After more than a year, no evidence of collusion has turned up, Trump continues to call the Muller probe a "witch hunt" and there is no indication when the special counsel investigation will conclude.
Impeachment would require a majority vote in the House followed by a two-thirds vote in the Senate to convict and therefore remove Rosenstein from office.
Both Russia and Trump have repeatedly denied allegations of collusion, and Moscow dismisses accusations that it interfered in the vote as "absurd."