Sen. Jeff SessionsJefferson (Jeff) Beauregard SessionsTrump unsure if Mattis will stay: 'He's sort of a Democrat' Will Sessions use indefinite mandatory detention to reduce the demand for asylum hearings? Chicago sues Trump admin for withholding police funding over sanctuary city policies MORE said Tuesday while he doesn't believe Donald TrumpDonald John TrumpTrump: 'I don't trust everybody in the White House' JPMorgan CEO withdraws from Saudi conference Trump defends family separations at border MORE meant to suggest Hillary ClintonHillary Diane Rodham ClintonHillary Clinton on if Bill should’ve resigned over Lewinsky scandal: ‘Absolutely not’ Electoral battle for Hispanics intensifies in Florida Trump adds campaign stops for Senate candidates in Montana, Arizona, Nevada MORE could be shot, he agrees it isn't a joking matter. "I don't believe this is a serious statement of any kind that should impact this election," he told CNN on Tuesday evening. 

"I think he should continue to talk about what I think he clearly meant, which was that the Second Amendment is under grave threat from Hillary Clinton's [appointments] to the Supreme Court," Sessions added. "There's no doubt about that." 

Sessions said that "you absolutely shouldn't joke about" harming another political candidate.
"You should not in any way suggest that violence could be used in this political system. That's contrary to everything we believe in," he told CNN. 
His comments came after Trump appeared to joke about the possibility that Clinton could be shot in remarks at a campaign rally Tuesday in Wilmington, N.C.
Trump quickly earned backlash from the Clinton campaign and top Democrats after he said that "Second Amendment people" could stop Clinton.
Asked if Trump's remarks were "awkwardly phrased," Sessions added that they might have been, "but he talks aggressively to the people and I think that's healthy instead of hiding like Hilary Clinton does." 
Sessions is one of Trump's staunchest allies in the Senate, and was speculated as a potential vice presidential pick earlier this year.