However, she did not address the accuracy of the report.
The network said Mr Shah also is considering an exit, but details of when he may leave are not confirmed. She told her followers, Does @CBSNEWS know something I don't about my plans and my future?
Sanders and Shah did not respond to repeated request for comment, according to CBS.
Sanders plans to leave at the end of the year, according to CBS.
Sanders was at her daughter's school event when the CBS report came out. She said she loved her job and was honored to work for the president. Numerous staffers have left in recent months, including Communications Director Hope Hicks, assistant press secretary Natalie Strom and director of White House message strategy Cliff Sims.
Sanders has been the White House press secretary for less than a year. "And it is going to be harder to find good people to replace them".