"I was just as surprised as anyone," the former board member, Robert Primus, said in an interview with CNBC's Eamon Javers.

Robert Primus, member of the Surface Transportation Board, was fired by Trump Thursday, though he said the move is illegal and will explore legal options.

"I was just as surprised as anyone," the former board member, Robert Primus, said in an interview with CNBC's Eamon Javers.