The President made the comments to a rally of his supporters in Macon, Georgia.
Mr Biden is currently the favourite to win when American’s go to the polls on November 3.
Addressing his supporters Mr Trump said: “You know what – running against the worst candidate in the history of presidential politics puts pressure on me.
“Could you imagine if I lose what am I going to do?
“I’m going to say I lost to the worst candidate in the history of politics.
“I’m not going to feel so good.
“Maybe I’ll have to leave the country, I don’t know.”
Mr Trump’s supporters laughed at the comments, which appeared to be made in jest.
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