"I have a great relationship with the President," Cohn said in an interview with CNBC today. "We're working well together."
The comments follow a report in the Washington Post which indicated Trump is fuming at Cohn for publicly criticising him.
Cohn spoke out against Trump's weak response to deadly protests in Charlottesville last month in a recent interview with the Financial Times, saying the President should do more to condemn white supremacists.
Today, Cohn said he and Trump had been working together on key issues, including the long-awaited tax reform plan, over the past week.
However, in a speech this week Trump acknowledged several advisers working on tax reform - but failed to mention Cohn.