President Obama says his administration is still investigating the attack on U.S. Consulate in Libya, and is offended at suggestions that it did not do enough to protect American targets there.

"Anytime a U.S. ambassador and three other Americans who were serving our country get killed, we have to figure out what happened and fix it," Obama said in a taped interview with MSNBC's Morning Joe.

"But," he added, "I do take offense with some suggestion that in any way, we haven't tried to make sure that the American people knew as the information was coming in what we believed."