The revelation cast a fresh cloud over President Donald Trump's administration - which has repeatedly denied any suspect ties between members of the Republican's election campaign and Russia - which US intelligence says interfered in the 2016 election against Mr Trump's rival Hillary Clinton.
The White House quickly labeled the report an attack by partisan Democrats, confirming the meetings but arguing Mr Sessions did nothing wrong.
In a statement, Mr Session said: "I never met with any Russian officials to discuss issues of the campaign. I have no idea what this allegation is about. It is false."
But with US intelligence agencies, the Department of Justice, and four Congressional committees examining the Russia scandal, Democrats demanded Sessions - the Trump administration's top law enforcement official - recuse himself from investigations, and for Congress to name an independent special investigator to oversee a broad probe.
"Given AG Sessions' false statements about contacts with Russian officials, we need a special counsel to investigate Trump associates' ties to Russia," said Democrat Senator Ron Wyden, a member of the Senate Intelligence Committee.
The Washington Post reported that Mr Sessions - formerly a senator who advised Mr Trump's campaign on foreign policy and other issues - met Ambassador Sergey Kislyak in July and September, just as accusations of Russian interference in the election were mounting.
"I did not have communications with the Russians," he said under oath.
Mr Sessions was confirmed as attorney general on February 8, moving in place to oversee Justice Department and Federal Bureau of Investigation probes into the alleged communications between Trump campaign officials and Moscow.
A White House official, speaking not for attribution, on Thursday dubbed the report an "attack" aimed at undermining the White House.
"This is the latest attack against the Trump administration by partisan Democrats," the official said.
"Sessions met with the ambassador in an official capacity as a member of the Senate Armed Services Committee, which is entirely consistent with his testimony."