Politico says it was in a tweet, but Dunham actually said it yesterday at an awards show. From Bustle:

"I know everyone's always idly threatening this, but I'd be 100 percent moving to Canada," Dunham said enthusiastically. "I love Canada. I think that it's a great place, and there's an area in Vancouver that I find beautiful and appealing, and I can conduct business from there."

Source: Politico

During a telephone interview with "Fox & Friends," Trump was asked about a tweet from Lena Dunham on Monday in which she vowed to leave the U.S. for Vancouver if he is elected president.

Trump's response: "Well, she's a B-actor. You know, she has no — you know, no mojo."

"I heard Whoopi Goldberg too. That would be a great thing for our country," Trump said, as the show flashed a graphic of celebrities who it said would leave the U.S. for Canada, including Dunham, Jon Stewart, and Rosie O'Donnell, with whom the Manhattan real-estate mogul has feuded for years.

When co-host Steve Doocy pointed out that O'Donnell's name on the list, Trump remarked, "Now I have to get elected."

"Now I have to get elected because I'll be doing a great service to our country," he said. "Now it's much more important. In fact, I'll immediately get off this call and start campaigning right now."