A report in The New York Times said a personal assistant to Trump had left a voice mail message on Thursday asking Bharara to call back Trump's office.
According to people speaking on condition of anonymity, Bharara was concerned about returning the call as there were protocols restricting communications between the White House and prosecutors.
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Giving an explanation for the call, White House spokeswoman Sarah Huckabee Sanders said the "president reached out to Preet Bharara on Thursday to thank him for his service and to wish him good luck."
Bharara's firing had come as a shock since Trump had asked him, shortly after winning the presidential election in November, to stay on in his position.
Bharara had then called the chief of staff to the Attorney General Jeff Sessions, Joseph Hunt.
"Hunt was direct and clear in our conversation that, given written White House contacts policy, my position as a sitting US attorney, and my office's jurisdiction, it would be improper for me to speak directly to the sitting president without knowing the subject matter," Bharara said in his statement.
"Some might find that inconsistent with what is for the first time, three days later being described as a well-wishes call," he added.
The NYT report added that Bharara had conferred with his deputy about whether it would be appropriate to return the call. He and his deputy Joon Kim had reviewed Justice Department memos governing such contacts.
However, since the caller from the President's office had not specified what the president wanted to discuss, they concluded that it would be appropriate to not return the call.
After speaking with Hunt, Bharara called the White House back and said the attorney general's office had advised him not to speak directly with the president.
Sanders declined to answer questions about why Trump had changed his mind on Bharara, whether the president had made similar calls to other US attorneys before demanding their resignations, and why the president did not try to convey his good wishes through an aide or by some other means.
Almost all of the 46 US attorneys asked to resign on Friday have now done so, a Justice Department official said.
The balance of the nation's 94 attorneys had already resigned.
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