"Interpol is looking for me in South America for crimes that I have not committed," Morales said at a news conference in Mexico City.
According to Morales, a similar notice has also been issued with respect to former Bolivian vice president Alvaro Garcia Linera.
Interpol's Blue Notice is aimed at collecting additional information about a person’s identity, location or activities in relation to a crime.
Evo Morales resigned on 10 November and fled to Mexico following protests that started after his reelection for a fourth term.