Leading Democrats separately demanded the resignation of Sessions, the top law enforcement official in Republican President Donald Trump's administration and a close adviser to Trump's 2016 election campaign.
The two meetings with the ambassador, first reported by The Washington Post on Wednesday evening, were confirmed by the Justice Department, which said there was nothing untoward in the encounters.
During sworn testimony at his Senate confirmation hearing in January, Sessions responded to a question from Democratic Senator Al Franken that he did not "have communications with the Russians" during the course of the presidential campaign.
U.S. intelligence agencies concluded last year that Russia hacked and leaked Democratic emails during the election campaign as part of an effort to tilt the vote in Trump's favor.
Allegations over contacts between Trump aides and Russia before his inauguration, and the charge of Russian interference, have swirled around the early days of Trump's presidency. Trump, who frequently called during his campaign for better ties with Russia, has accused former officials in the administration of former Democratic President Barack Obama of trying to discredit him.
Sessions, a former U.S. senator, received Russian Ambassador Sergei Kislyak in his office in September, the Post reported. The other encounter was in July at a Heritage Foundation event that was attended by about 50 ambassadors, during the Republican National Convention, the Post said.
Sessions now heads the Justice Department as attorney general. The FBI, part of the department, has been leading investigations into the allegations of the Russian meddling and any links to Trump's associates.
Republican Jason Chaffetz, chairman of the House of Representatives Oversight Committee, said on Twitter that Sessions "should clarify his testimony and recuse himself."
House Majority Leader Kevin McCarthy, the No. 2 House Republican, told MSNBC, "I just think for any investigation going forward, you want to make sure everybody trusts the investigation," McCarthy said.
Asked if that meant Sessions should recuse himself from the investigation, McCarthy said: "I think it would be easier from that standpoint, yes." In a later interview with Fox News, Mccarthy said he was not calling for Sessions to recuse himself, saying he would leave the decision to Sessions.
Republican Senator Jeff Flake, a member of Judiciary Committee, told Reuters, "Obviously he is going to need to clarify and likely recuse himself from any investigation with regard to the Russians." But Flake added Democrats were premature in demanding Sessions' resignation.
Nancy Pelosi, the top Democrat in the House, called for Sessions to step down and for an independent, bipartisan investigation into Trump's possible ties to Russians.
"Sessions is not fit to serve as the top law enforcement officer of our country and must resign," she said in a statement late on Wednesday.
Trump fired his national security adviser, Michael Flynn, last month after it emerged that the retired lieutenant general had discussed U.S. sanctions on Russia with Kislyak before Trump's swearing-in on Jan. 20, and then misled Vice President Mike Pence about the conversations.
At his Jan. 10 confirmation hearing, Sessions said he had no contact with Russian officials about the 2016 election.
In a statement late on Wednesday, he said he had never discussed campaign details with any Russian officials. "I have no idea what this allegation is about. It is false," Sessions said.
Sarah Isgur Flores, a Sessions spokeswoman, said Sessions had more than 25 conversations with foreign ambassadors last year as a member of the Senate Armed Services Committee.
"There was absolutely nothing misleading about his answer," she said in a statement. "He was asked during the hearing about communications between Russia and the Trump campaign - not about meetings he took as a senator and a member of the Armed Services Committee."
Sessions has so far resisted calls to recuse himself from the investigations. On Thursday morning, he told NBC News, "Whenever it's appropriate I will recuse myself, there's no doubt about that."
"I have not met with any Russians at any time to discuss any political campaign," he added.
The White House dismissed the revelation of the meetings as a partisan attack, saying the contacts with the ambassador had been in his capacity as a member of the Armed Services Committee.
The Russian Embassy to the United States, shrugging off the uproar, said on Thursday it was in regular contact with "U.S. partners."
Before Trump took office, U.S. intelligence agencies concluded that Russia had sought to influence the campaign, including by hacking into and leaking Democratic emails. The Kremlin has denied the allegations.
During Sessions' confirmation hearing, Franken asked him what he would do if he learned of any evidence that anyone affiliated with the Trump campaign communicated with the Russian government in the course of the 2016 campaign.
Sessions said he was not aware of any such activities, adding, "I have been called a surrogate at a time or two in that campaign and I did not have communications with the Russians."
On Thursday, Franken told CNN of the Sessions testimony: "At the very least, this was extremely misleading. He made a bald statement that during the (election) campaign he had not met with the Russians. That's not true." Franken said he would send Sessions a letter asking for him to explain himself.
Asked by Democrat Patrick Leahy in a confirmation questionnaire whether he had been in contact with "anyone connected to any part of the Russian government about the 2016 election, either before or after Election Day," Sessions responded, "No."
Democratic activist group MoveOn.org said protesters would rally outside the Justice Department headquarters at noon to call for Sessions resignation.