"This investigation is a headache for our American colleagues, it has nothing to do with us," Kremlin spokesman Dmitry Peskov told journalists when asked if Session's firing would influence the probe by Special Counsel Robert Mueller.
Moscow has repeatedly denied accusations it attempted to influence the vote that elevated Trump to the White House.
"What Mueller's commission has produced up to now has hardly been able to stand up to serious critical assessment," Peskov added.
On Wednesday Sessions became the first casualty of a cabinet shakeup that had been expected from Trump following midterm elections the day before.
Trump had repeatedly publicly assailed Sessions for not taking a tougher approach to illegal immigrants.
Trump also accused him of protecting Mueller's investigation into whether the Trump campaign colluded with Russians -- an investigation that is also examining whether the president himself obstructed justice.
Sessions' firing immediately threw into question whether the 18-month-old Mueller probe would be able to continue unimpeded.