WASHINGTON—President Trump declined to say whether the federal officer who fatally shot a man in Minnesota this weekend had acted appropriately and said the administration was reviewing the incident. In a five-minute telephone interview with The Wall Street Journal on Sunday, Trump didn't directly answer when asked twice whether the officer who shot Alex Pretti had done the right thing. Pressed further, the president said, "We're looking, we're reviewing everything and will come out with a determination." Administration officials have publicly defended the officer. The president criticized Pretti—the 37-year-old who was killed by a federal Border Patrol agent Saturday morning on a Minneapolis street—for carrying a gun during protest activity.