Trump, whose relationship with Sessions soured when the attorney general recused himself from the Russia investigation, was noncommittal when asked if he would endorse Sessions.
"No, I won't. I'll see how it all goes," Trump said when asked if he would oppose Sessions. "We'll see what happens. He's got tough competition."
What Trump might do or say about his former attorney general was a closely watched development as Sessions upended the GOP primary with his last-minute entry. The initial neutral response by Trump was likely a positive sign for Sessions as he seeks runs in a state where Trump is popular with GOP voters.
Sessions continued to praise Trump as he began his campaign to reclaim the Senate seat he held for 20 years.
"If I'm elected to the Senate, the president will have no more vigorous advocate than Jeff Sessions," Sessions told The Associated Press on Friday.
Sessions had made addressing his relationship Trump some of the first business of his new campaign, talking about the president in interviews and a campaign ad.
Sessions said he is running because "we've not completed the work" on immigration, trade and foreign policies, issues both he and Trump have championed.
Trump is right about immigration, Sessions said, "but Congress is dragging their feet. Congress is not helping him. And we've got to make Congress move."
Asked if he was bothered by Trump's past criticisms, and why he continues to heap praise on a president who once described him as his biggest regret, Sessions said he signed on with Trump for his politics and knew that Trump was not one to remain reticent when unhappy.
"We had a disagreement about my recusal. ... The whole thing was so frustrating for the president, and I understand that. But I supported him not because of his personality, but because of his strong commitments to the values most Alabamians share. He's been true to that. He's followed what he promised he would do," Sessions said.
Sessions declined to say if he had a conversation with the White House about the Alabama race and what Trump might say about it.
"I think they know I'll do a good job for them in the Senate. So I feel good about where we are," Sessions said.
Sessions was senator from 1997 to 2017, when he became Trump's first attorney general. Democrat Doug Jones won the seat in the deep-red state in a special election later that year, defeating Republican Roy Moore, the right-wing lightning rod who faced allegations of sexual misconduct.
Eleven Republican U.S. senators, including Sen. Richard Shelby of Alabama, signed on in support of Sessions in an "open letter to conservatives" about Sessions' candidacy.
"We know Jeff's character and his temperament. We know his commitment to his principles. We know he is a man of his word. And we know he is devoted to serving the people of Alabama," the letter signed by the 11 senators read.
Senate Majority Leader Mitch McConnell and Sen. John Thune, the top two Senate GOP leaders, did not sign the letter. Both have said they prefer to let Alabama voters decide.
Sessions enters a crowded GOP primary that includes former Auburn University football coach Tommy Tuberville and Rep. Bradley Byrne, Alabama Secretary of State John Merrill and others. Byrne, Tuberville and others have indicated they are staying in the race and will not pave the road for Sessions.
Trump said Thursday that Tuberville "is doing very well" in noting the competition Sessions will face.