Newsom did not specify exactly what the Department of Justice was allegedly investigating him for, but indicated his wife, Jennifer Siebel Newsom, is among the main targets.
"In recent days, federal agents have knocked on the doors of family, friends, and former employees," Newsom said. "Not because they found a crime, because they're simply trying to find one."
"They're demanding records. They're abusing the grand jury process, digging through years and years of random documents. Donald Trump isn't just coming after me because of my mean tweets. He's coming after because I'm considering running for president, because he hates that I've consistently called him out over and over again for his lies and deceit."
Newsom later added, "To Donald Trump, who I know is watching because he watches everything, I have a message for you. You can subpoena my records, you can investigate me, you could harass me, put my name on every and any enemies list you have, but leave my wife and family out of your personal vendetta."
Trump has previously called for Newsom's arrest, namely during the deployment of federal soldiers into Los Angeles last year. At the time, Border Czar Tom Homan refused to rule out arresting state and local officials if they obstruct immigration operations, prompting Newsom to tell Homan to come and arrest him.
"Gavin likes the publicity, but I think it would be a great thing," Trump said in June, reacting to the comments. Trump later said that the crime Newsom committed was "running for governor because he's done such a bad job."
The White House deferred to the Department of Justice for comment. ABC News has reached out to the Department of Justice.
This is a developing story. This article will continue to be updated as more information becomes available.
ABC News' Oren Oppenheim, Alexander Mallin, and Nicholas Kerr contributed to this report.