A recent Guardian article linked him to the investigation
The former UKIP leader described a report from The Guardian as "hysterical" claiming that it is "extremely doubtful" that he could be a person of interest as he has "no connections" to Russia.
The newspaper reported that Mr Farage had been drawn into the wide-ranging inquiry because of his relationships with individuals linked to Donald Trump's presidential campaign and WikiLeaks founder Julian Assange.
I consider it extremely doubtful that I could be a person of interest to the FBI as I have no connections to Russia.— Nigel Farage (@Nigel_Farage) June 1, 2017
WikiLeaks published hacked emails from Democratic candidate Hillary Clinton's campaign and is suspected of having worked with Russia via third parties, according to former CIA director John Brennan.
The FBI is looking into alleged collusion between the Kremlin and President Trump's campaign team, aimed at securing the White House for the real estate tycoon.
Mr Farage said a meeting with Mr Assange at the Ecuadorian embassy in March was set up by radio station LBC with a view to carrying out an interview.
In a statement on Twitter, Mr Farage said "In response to the Guardian article, it has taken me a long time to finish reading because I am laughing so much.
In response to the Guardian article, it has taken me a long time to finish reading because I am laughing so much at this fake news.— Nigel Farage (@Nigel_Farage) June 1, 2017
"This hysterical attempt to associate me with the Putin regime is a result of the liberal elite being unable to accept Brexit and the election of President Trump."
"For the record I have never been to Russia, I've had no business dealings with Russia in my previous life and I have appeared approximately three times on RT in the last 18 months."
He finished by saying "I consider it extremely doubtful that I could be a person of interest to the FBI as I have no connections to Russia."