The interview came ahead of the presentation of Mujica's book of memoirs about the 12 years he spent in prison, under the military dictatorship which held an iron grip on his country in the 1970s and 1980s.
The book, titled "Memorias del Calabozo," is due to be presented at Serbia's Andricgrad, a project to construct a stone town initiated by noted Serbian filmmaker Emir Kusturica.
During the interview, Jose Mujica specifically touched upon the recent referendum in Britain which okayed the country's withdrawal from the European Union.
"I think that the EU is unlikely to be weakened by Brexit, given the strengthening of ultra-nationalist moods throughout the EU. I'm not against nationalism, but I think that when nationalism becomes aggressive it starts to pose a danger to the whole world," he said.
Mujica also lashed out at what he described as Europe's "clumsy" policy towards Russia, referring to General Charles de Gaulle's famous statement about a "Europe from the Atlantic to the Urals."
"The EU is pursuing a very unwise policy on Russia, which is so large in terms of its territory that it can be called a bridge to the whole world. That is why Europe should avoid being involved in any conflict with Russia, which is now understandably taking a number of security-related measures," he added.
He also did not rule out the notion that the EU's current policy concerning Russia is actually being masterminded by the United States.
"The EU's adverse stance on Russia is certainly counterproductive. But I highly doubt that there is no invisible hand of the United States behind the EU's Russian policy. Europe should not be weakened for the sake of strengthening Washington's international clout," he pointed out.
In conclusion, he said that despite having stepping down, he continues to lead a life of an ordinary person.
"I try to live like the majority of my people, not as a privileged minority. I am not to blame for others who have strayed and seek to capitalize on being involved in politics. For me, politics is a passion, not a profession," he said.
He has repeatedly been described as "the world's humblest president" because of his austere lifestyle and his donation of about 90 percent of his 12,000-dollar monthly salary to charities to benefit poor people and minor entrepreneurs. Mujica made world headlines in December, 2013 when Uruguay took steps to legalize marijuana, making it the first country in the world to do so.