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Flake spoke with ABC affiliate KNXV after a Senate subcommittee hearing in Phoenix and said he is not a "rubber stamp" for the president.
"My position is work with the President, vote with the President when I think he's right, and I oppose him when I think he's wrong," Flake said.
Trump criticized Flake at Tuesday night's rally, though he did not mention the junior senator by name. Trump called Flake "weak on borders, weak on crime" in an over hour-long speech to thousands of supporters. The speech also targeted fellow Arizona Sen. John McCain.
Flake has drawn the ire of the president over his hesitance to support a border wall between the U.S. and Mexico, much of which would be in Arizona.
Flake supported a 2013 plan which would've provided funding for additional fencing along the border and additional border patrol agents, according to The Associated Press. But Flake has reiterated he wants to hear more about Trump's new plan to build a wall along the U.S.-Mexico border before supporting it.
"This notion of a 2,000-mile wall has always been just, for anyone who spends time on the border, just a bit, you know, out there," Flake said Thursday.
Flake is currently in the midst of a primary challenge from Kelli Ward though the election is not until 2018. Trump has already endorsed Ward, a former state senator and failed 2016 primary challenger of McCain, in the race.
Flake also joked on Thursday about the president refusing to mention him by name at the rally, referencing the villain Voldemort from the Harry Potter novels.
"I'm like that Harry Potter character, he who is not named, I guess," Flake said.