He did say it:
https://twitter.com/CNN/status/959565646999707657/video/1
And he also said (on the air) that people in certain agencies are going to "kill this guy (Trump)."
https://www.youtube.com/watch?v=6Nhs87aBbtw&feature=youtu.be&t=12
I meant Trump did not say he opposes the FBI
The lunatic referenced in this thread from CNN would likely say anything he could to cause Trump problems.