The comment was a clear reference to the fact that Trump's White House is now besieged by bipartisan questions about his alleged request that former FBI Director James Comey halt an investigation into his former top national security aide.
"Never, never, never give up. Things will work out just fine," he said in New London, Connecticut, Wednesday.
Then, dropping the pretext even more, he bemoaned the media coverage of his presidency.
"Look at the way I have been treated lately, especially by the media," he said. "No politician in history, and I say this with great surety, has been treated worse or more unfairly. You can't let them get you down, you can't let the critics and the naysayers get in the way of your dreams."
The comment was well received by the pro-Trump crowd. People in "Make America Great Again" hats and Trump shirt applauded as the President slammed succumbing to adversity.
"I guess that is why we won," Trump said, a reference to his 2016 election win, something the President often does.
"Adversity makes your stronger," he added. "Don't give in. Don't back down and never stop doing what you know is right. Nothing worth doing ever, ever, ever came easy. And the more righteous your fight, the most opposition you will face."
Trump argued that the controversy was something only the media cared about.
"The people understand what I am doing and that is the most important thing," Trump said. "I didn't get elected to serve the Washington media or special interest."
Trump also lauded himself during the nearly 30-minute long speech.
"We've saved the second amendment," he said, after touting his work on immigration, job creation and tax reform.
Nearly everything Trump has done, though, has been overshadowed by Trump's continued controversies, the latest being the fact he allegedly asked the now former FBI director during a February meeting to end the investigation into Michael Flynn, his former national security adviser whose ties to Russia are currently being scrutinized by the bureau.
"I hope you can let this go," Comey wrote in a memo, quoting Trump. CNN has not viewed the document, but the reported memo has caused shockwaves to ripple across Washington, raising the question of impeachment with Democrats and leading some Republicans to consider a special prosecutor to investigate the Trump campaign's ties to Russia's 2016 hacking.
The President ignored shouted questions about the Comey memo as he left the White House to head to Connecticut.
Hundreds of supporters gathered outside the academy to welcome Trump to the seaside town. Sporting signs, including "Hillary for Prison," a reference to Trump's 2016 opponent Hillary Clinton, the Trump supporters were joined outside the academy by dozens of protesters who sported signs urging Trump to step down.
Joined by Secretary of Homeland Security John Kelly and the commandant of the Coast Guard, Trump also lauded the nearly 200 cadets-turned-ensigns for their service.
"You have done amazing work and in the true Coast Guard fashion, you had fewer people and fewer resources, but you accomplished the objective and you did it with skill and with pride," Trump said. "And I would like to say, under budget and ahead of schedule. ... We are doing a lot of that."