Sam Nunberg, a former Donald Trump campaign aide, plans to defy a subpoena from special counsel Robert Mueller requesting campaign documents related to the Russia investigation, saying Monday that it would be "really funny" if he were arrested.

"The president's right, it's a witch hunt," Nunberg told MSNBC's Katy's Tur.

"I'm not going to cooperate when they want me to come into a grand jury for them to insinuate that (former Trump adviser) Roger Stone was colluding with (Wikileaks founder) Julian Assange," he added.

WATCH: Full interview with former Trump aide Sam Nunberg

Nunberg's refusal comes after the grand jury investigating alleged collusion between Russia and Trump's presidential campaign sent him a subpoena seeking documents involving Trump and a host of his closest advisers.

According to the subpoena, which was sent to Nunberg by Mueller, investigators want emails, text messages, work papers, telephone logs and other documents going back to Nov. 1, 2015, nearly five months after Trump launched his campaign.

Nunberg, who has already been interviewed by Mueller's office, called the idea that Trump or his campaign colluded with Russia "the biggest joke," but did suggest that Mueller may have something on the president.

"I think they may," said Nunberg, who served briefly as a campaign adviser. "I think that he (Trump) may have done something during the election. But I don't know that for sure."

Nunberg also said Mueller's investigators have asked him a wide range of questions, including if he heard anyone speaking Russian in Trump's office, the meeting between Donald Trump Jr., Paul Manafort, Jared Kushner and a Russian lawyer in Trump Tower in June 2016, and why Trump took favorable positions toward Moscow during the campaign.

White House Press Secretary Sarah Huckabee Sanders blasted Nunberg on Monday and refuted any suggestion that the campaign colluded with Russia.

"I definitely think he doesn't know that for sure, because he’s incorrect," she said. "He hasn't worked at the White House, so I can't speak to him or the lack of knowledge he clearly has. As we've said many times before, there's been no collusion."

WATCH: White House says former Trump aide Nunberg 'incorrect' about campaign activity

Anyone subpoenaed to testify before a grand jury has the right to refuse to answer questions to avoid self-incrimination. The government can grant immunity to get the witness to testify, but the witness can no longer refuse to answer questions and cannot be prosecuted for information that the witness provides.

A witness can also ask a judge to quash the subpoena on the grounds that compliance would be "unreasonable or oppressive," but that it is seldom granted.

Witnesses who simply refuse to appear before the grand jury or who won't answer questions, without asserting their Fifth Amendment rights, can be held in contempt of court and put in jail until they agree to answer or until the term of the grand jury expires, whichever comes first.

Nunberg said he was not fearful of what Mueller may think of his refusal to cooperate or the possibility of being arrested.

"I think it would be really, really funny if they wanted to arrest me," he said. "Let them think what they want. It's absolutely ridiculous what they want from me."