Billionaire investor Ken Griffin, founder of U.S. hedge fund Citadel, said Thursday that he has some doubts about the continuity of the markets rally and is concerned about the U.S. fiscal situation.

"I'm a bit anxious that this rally can continue," he said in an interview on CNBC. "I like to believe that this rally has legs. I'm a bit anxious. We're sort of in the seventh or eighth inning of this rally, but part of it has been the soft landing story."

Stock index S&P 500 is up 16.8% this year, in a rally mainly driven by optimism around artificial intelligence.