"We’re not allowed to put in our proof. They say you don’t have standing," Trump told "Sunday Morning Futures." "I would like to file one nice big beautiful lawsuit, talking about this and many other things, with tremendous proof. We have affidavits, we have hundreds and hundreds of affidavits."
"You mean as president of the United States, I don't have standing? What kind of a court system is this?" Trump continued.
Most recently, the Pennsylvania Supreme Court dismissed a case Saturday night brought by Rep. Mike Kelly, R-Pa., and a handful of other Republican voters who sought to overturn last year's law creating no-excuse mail-in voting as well as halt further action in certifying Pennsylvania's votes.
Judge Ken Starr said the president's path to victory is fading despite "numerous" examples of anecdotal evidence.
"But the difficulty now is translating those allegations, intuitions and the reports into actual admissible evidence in court," Judge Ken Starr told Fox News on Sunday. "Rudy [Giuliani] in the Pennsylvania litigation ... said according to the opinion, this case is not about fraud. Well, at this stage we need to have the evidence."
Trump said the Supreme Court needs to be "willing to make a real big decision."
"The problem is, it’s hard to get into the Supreme Court," he said. "I’ve got the best Supreme Court advocates, lawyers that want to argue the case if it gets there."
The interview comes after weeks of legal challenges from the Trump campaign in battleground states like Pennsylvania and Georgia alleging voter fraud.
Trump added that he was "ashamed" he endorsed Republican Georgia Gov. Brian Kemp after Kemp certified the state's presidential election results in favor of President-elect Joe Biden. Kemp also called for an audit of the votes.
Trump has yet to concede the 2020 election, even as Biden announces Cabinet members and plans for when he takes office in January.
"My mind will not change in six months. There was tremendous cheating here," Trump warned. "If Republicans allow it to happen, you’ll never have another Republican elected in the history of this country, at a Senate level or at a presidential level."
The president on Friday claimed Biden must prove that the votes he received in the election were not “illegally obtained” in order to enter the White House.
Fox News' Audrey Conklin, Paul Best and Brie Stimson contributed to this report.