More: "Donald Trump isn't just coming after me because of my mean tweets," Mr. Newsom said in the video. "He's coming after me because I am considering running for president." He added, "To get me, he's coming after my wife."

Mr. Newsom, a Democrat, described the investigation as a fishing expedition in which federal agents had started sifting through "years and years of random documents" and knocking on the doors of family friends and associates of the Newsoms to try to find evidence of an unspecified crime.