There has been no reported evidence (including from Mr. Trump) to support that statement. In fact, Trump's own lawyers in the Michigan recount case filed papers with the court that stated "All available evidence suggests that the 2016 general election was not tainted by fraud or mistake." (see MSNBC Article). Newt Gingrich told USA TODAY that there's no such evidence, suggested that Trump needed someone to review his tweets, and admitted that it "makes you wonder about whatever else he's doing. It undermines much more than a single tweet." (see USA Today Article).
Sean Hannity, who openly supports Trump in a way that is much more in the nature of a propaganda outlet than an independent member of the media, attacked CNN for not agreeing with Trump about the "millions of people who voted illegally", but Hannity did not even try to offer any proof in support of Trump's claim.
Facts are Facts
Facts are not political - facts are facts. If millions of Americans engaged in voter fraud such that Trump should have won by a larger margin, that should absolutely come to light. But if - as is the case - that didn't happen, then to fool people into thinking it did happen is totalitarian propaganda that erodes the foundations of democracy.
Because - as discussed below - Trump's tweets are largely protected by the First Amendment, there's a need for public officials, the media and private citizens to hold him accountable to the truth. Today, that is not happening.
On Sixty Minutes, which aired on December 4, 2016, Scott Pelley asked Congressman Paul Ryan to comment on Trump's tweet about voter fraud. Ryan refused to say that the President's statement was untrue, stating that he didn't care and that he wasn't focused on Trump's tweets. The Constitution builds in separation of powers among the executive, legislative and judicial branches of government, but for those protections to work, government officials have to be willing to stand up for what's right. Ryan's failure to debunk a lie - which many believe because it comes from the President-elect - is disappointing, given his leadership role in Congress.
The media is flawed, including because of the 24 hour news cycle, profit motive and erosion of professional ethics. That said, there are many people in the "mainstream" media who are doing valuable work, who are experts at fact finding, and who are just motivated to find the truth. But the partisan attacks on the media in an effort to completely delegitimize it - together with the increased reliance on "echo chamber" social media (where people seek reinforcement of their own ideology rather than objective facts) - have caused some American's to ignore completely major media outlets, opening the door for propaganda.
Ronald Reagan's Words Versus Trump's Words About What Makes America Great
In sum, Trump’s tweets are likely to be protected speech, he will be the most powerful person in the world, and he will have the loudest voice in the free market of ideas.