Nigel Farage took time out from his first session in the newly opened parliament to speak to Euronews' Political Editor Darren McCaffrey.
The leader of the Brexit Party had sparked criticism at the session, where he and his 28 fellow MEPs turned their backs as the EU's unofficial anthem - Beethoven's Ode to Joy - was played.
"I'm not showing respect for foreign anthems that have been forced upon us," Farage told McCaffrey.
He recalled outgoing European Parliament President Antonio Tajan requesting that all MEPs in the chamber stand out of respect, similar to respect shown for anthems of "other nations".
"The cat's out of the bag," Farage said. "He's calling [the EU] a nation."
"So we did what we were told, and we stood, but we turned our backs."
When asked why, Farage added: "Not just because we reject the concept of a nation called the European Union, but because nobody else in the whole of the rest of Europe had been asked whether that is what they want."
On Brexit, Farage said he doubted that he would see the UK leave the European Union on its October 31 deadline, and that Brexit promises made by the UK's prime ministerial candidates Boris Johnson and Jeremy Hunt were just a means to securing the country's top job.
"They are trying to get elected; they are trying to become prime minister. Will they deliver? I doubt it. I really hope I'm wrong," he said.
"There is, for them, a chance that we'll get out," he added. "But I'll believe it when I see it."
The former UKIP leader then dismissed accusations that he had failed to declare hundreds of thousands of euros worth of gifts, for which the EU parliament’s disciplinary body has reportedly suggested he pay the "highest penalty".
"The sums of money being talked about are absolutely ludicrous, and bear no relation to truth whatsoever," he said.
"There's not a penny of public money involved in any of this."