Two people with knowledge of the legal proceedings against Cohen told NBC News that the wiretap picked up at least one call between Cohen and the White House.
The report said the wiretap was in place before the raids on Cohen's office, hotel room and home last month.
The raid came after New York prosecutors received a tip from Special Counsel Robert Mueller, who is investigating allegations of Russian meddling in the 2016 US election, as well as claims of collusion between Moscow and Trump's campaign.
READ MORE: Trump Says Special Counsel Should Never Been Appointed to Probe Russia Collusion
Russia has repeatedly denied interfering in the US election, dismissing the allegations as "absurd." Trump has also denied colluding with the Kremlin and has repeatedly called Mueller's probe a "witch hunt."