"We have to protect our sources," he told Hannity.
His comments came days after U.S. intelligence officials determined with "high confidence" that Russia intervened in the presidential election to bolster Republican candidate Donald Trump's campaign. Trump won the election and is expected to be official chosen as the next president by the Electoral College on Monday.
The president-elect has blasted the reports, calling them partisan attacks that would be readily dismissed if they came from the mouths of Republicans. The Kremlin has denied any involvement in the hacking scandals, which targeted the Democratic National Committee and Democratic presidential candidate Hillary Clinton's adviser, John Podesta.
In an interview with NPR that aired Friday, President Barack Obama said that the U.S. will respond to the attacks "at a time and place of our own choosing."
"Some of it may be explicit and publicized; some of it may not be," he said.
Authorities continue to investigate the hacks. Obama said he hopes to have a definitive report on the cyberattacks before Trump is sworn in as president on Jan. 20.