"Not because the Americans have anything concrete against me, but because it would cause a public stir," Blatter told Germany's Welt am Sonntag newspaper. "Until everything has been cleared up, I am not going to take the risk of traveling."
FIFA announced last month that Blatter would not attend the Women's World Cup final in Vancouver, Canada, on Sunday. Canada is one of many countries where Blatter could be extradited to the United States if he were arrested on federal charges. If he were arrested in Switzerland, Blatter would have to consent to being extradited to the U.S.
Blatter said he will be traveling to Russia later this month for the qualification draw for the 2018 World Cup. Russia does not have an extradition treaty with the U.S.
Last month, federal law enforcement officials revealed they were looking into Blatter's alleged involvement in a criminal probe that has led to the indictments of 14 individuals tied to soccer's governing body. Both American and Swiss authorities are also investigating allegations of impropriety tied to the awarding of the 2018 and 2022 World Cups.
Blatter, 79, told the newspaper he is not overly concerned with the investigations.
“Everyone has fears, for example of death, but with regard to my work at FIFA I have no fear," Blatter said. "I have nothing to be afraid of."
"Self-doubt is one of the biggest enemies of a leader. I believe in what I am doing."
The Associated Press contributed to this report.