**No he is not.**
The White House web-page on the Executive Branch explains:
> The Attorney General is the head of the DOJ and chief law enforcement officer of the federal government.
According to 28 U.S. Code § 503:
> The Attorney General is the head of the Department of Justice.
Note: The actual claim isn't as strong as the question claims. Trump showed he wasn't sure by prefixing it with "I’m actually, I guess". His guess, in this case, was wrong.