The statement that Trump isn't under criminal investigation was attributed to communications between Mueller and Trump's lawyers. But I've not seen any news story name the source who gave this info to the media.
If the above info is true, the source could've been Mueller, anyone on his team who had access to the info, or any one on Trump's legal team.
If the story is not true–Trump may not be under investigation, but with Mueller never having said so to Trump's lawyers–the source could be any bad actor with an imagination, including NBC.