"[U]nder the advice of my counsel and for all of the above reasons, I declined to answer the questions under the rights and privileges afforded to every citizen under the United States Constitution," Trump said in a statement, referring to the Fifth Amendment.
Trump added that he "did nothing wrong" and that is why neither federal nor state or local governments have found anything on him after five years of searching.
Earlier in the day, Trump arrived at the New York attorney general's office in Manhattan to be questioned under oath as part of a civil investigation into his family's business practices.
On Tuesday, the FBI raided Trump’s residence at Mar-A-Lago in what the former US president called a weaponization of the United States’ justice system against him. He blasted the raid as unannounced, unnecessary and inappropriate.