The interview came after Merkel's Christian Democratic Union (CDU) came in third in a recent regional election in Merkel's home state of Mecklenburg-Vorpommern with 19 percent of the vote.
The CDU was beaten by both the populist right-wing party Alternative for Germany (AfD), which won 20.8 percent, and the ruling Social Democrats (SPD), which obtained 30.6 percent.
Henkel, for his part, lamented the fact that many of ALFA's proposals fell on the deaf ears in Berlin because "we [Germany] believe that we should become the world champions in terms of morality."
"We want to save the world's climate, the euro, Greece and now, we are saving refugees from around the globe," he said.
According to Henkel, the main problem pertains to German Chancellor Angela Merkel's approach to the migration issue.
@dwnews The intention of Angela Merkel to welcome the refugees was humanistic. The problem was the implementation of this policy.— Domingo Trassens (@trassens) 6 сентября 2016 г.
"No one understands why she welcomes hundreds of thousands of migrants in order to impose them on other Europeans who did not invite them," he said.
Touching upon Merkel's policy on refugees, Henkel said that "it comes from low self-esteem."
"Merkel has repeatedly justified her policy on refugees by hinting at our history," Henkel said referring to some Germans' guilt complex over Nazi crimes, something that he said helps to understand why some political decisions in Germany have moral connotations.
The refugee-related problem cannot be resolved with the help of the simple solutions offered by AfD, he said, adding that his party recommends the introduction of a so-called "breathable upper boundary," which means that the federal states and local authorities themselves would decide on how many refugees they can receive.
"This would prompt the population to show more drive in accepting the migrants," he said.
Separately, Henkel blamed Merkel for Germany's move to abandon its nuclear power plants (NPP) following the Fukushima disaster.
"It seems that a tsunami may ride roughshod over the Rhine or the Elbe to jeopardize reliable German nuclear power plants," he said recalling that the number of NPPs across the world increased after the Fukushima disaster and that only Germany plans to shut down its nuclear facilities.
He is the author of the book titled "Deutschland gehort auf die Couch!" (Germany belongs on the couch), written in cooperation with Joachim Starbatty, another MEP from the ALFA party.
According to Deutsche Welle, the book's subtitle "provocatively states 'Why Angela Merkel is saving the world and ruining our country'."