Linick was "in the final stages" of the probe when Trump announced his firing on Friday, the New York Times reported.
The IG was also looking into whether Pompeo unlawfully required a State Department staffer to perform personal errands, such as walking Pompeo's dog and picking up his dry cleaning.
Pompeo told the Washington Post in an interview Monday that he was not aware that he was under investigation when he requested that Trump fire Linick.
Critics said Pompeo's claim that he was unaware of Linick's ongoing investigations is highly implausible.
During a press briefing late Monday afternoon, Trump confirmed that Pompeo asked him to terminate Linick and claimed he has the "absolute right" to fire inspectors general.
"But I was asked to [fire him] by the State Department, by Mike.
But they asked me to terminate him" -- Trump says he was asked to fire the State Department inspector general by Mike Pompeo. »