On Monday, the President took to Twitter to announce that he has "the absolute right to pardon" himself. In the tweet, he added that he wouldn't use that power, since he hasn't' done anything wrong.
Trump also called Robert Mueller's investigation "unconstitutional." Whether or not the President can actually pardon himself has yet to be tested.
In an article discussing the legality of the action, CNBC wrote:
While many experts disagree, some legal scholars who have criticized the president in the past say that he has the legal authority to pardon himself.