Sepp Blatter has told Sky Sports News HQ he would have "gone to Tasmania" if he was guilty of corruption at FIFA.
The former FIFA president is in the process of fighting a six-year ban from football over a 2011 payment to UEFA counterpart Michel Platini.
Both men have failed to overturn their appeals at FIFA and are now in the process of appealing to the sport's highest judicial body, the Court of Arbitration for Sport.
And in the meantime Blatter says he will talk to the FBI, Swiss authorities or anyone else investigating corruption allegations which have snowballed since the arrests of several FIFA officials last May on the eve of the organisation's annual conference.
Asked if the FBI had been in touch he told SSNHQ: "Direct contact? No, but they have asked the Swiss authorities to make some questions.
"I haven't been questioned, neither by one nor the other organisation so far. I am willing to co-operate with all investigators in the US or here."
Asked whether he was guilty of any wrongdoing he said: "I would not be as relaxed as I am.
"If I had in my conscience, really 'Sepp, you were a nasty man' then I would have stopped it immediately. I would have taken my luggage and I would have gone, let's say, to Tasmania."
There was a flat denial when Blatter was asked whether the £1.3m payment to Platini was a bribe to stop his long-time ally running in FIFA's presidential election.
The Swiss also denied conspiring with disgraced FIFA vice-president Jack Warner to make money from the sale of television rights and said his father would "rise up from the grave" if he abandoned the fight to clear his name.
"I fight for me and my personal reputation and I'm also defending FIFA in these different cases in different courts," he said.
"They have asked me in some cases for testimony and in other cases for information, and I'll do it because they think I can explain a little bit what happened in FIFA."