Back in May, Cleese was heavily criticised for accusing London of "not being English" any more.
Following the backlash, he took to Twitter to claim that his comments were "culturalist" rather than "racist."
Throughout his 50 years in the entertainment industry, Cleese has turned down both a seat in the House of Lords and a CBE from the Queen, because he believes there isn't such a thing as the British Empire these days.
He also said he wouldn't want to have to spend the winters in England.
"I don't want to be cold again. I love it when you wake up in the morning and the sun is out," added Cleese, who spends most of his time in the Caribbean with his fourth wife, Jennifer Wade.
"You have a cup of coffee, you might have a little swim, you can sit and read because there aren't horrible people around interrupting you all the time. It's heaven at my age."
Prince Harry talks to John Cleese backstage at the Wimbledon Theatre, London, after a charity performance in aid of the Prince's Trust charity, one of a number of events to celebrate the Prince's 60th birthday on November 14.
Monty Python stars (L-R) Terry Gilliam, Terry Jones, John Cleese and Michael Palin at a photocall in London's Leicester Square, where they reunited to celebrate their 30th anniversary by attending a charity screening of their film Life Of Brian. * ...to raise money for Macmillan Cancer Relief as a tribute to their late partner Graham Chapman who died a decade ago. Eric Idle was notable by his absence following an apparent fall-out.
Liberal Democrat leader Paddy Ashdown is joined by comedian John Cleese for a live election call, in London. Mr Ashdown and Mr Cleese spoke to poeple from around the country who sent in their ideas on a postcard to party following questions from Mr Cleese's in a Liberal Democrat broadcast from February. 20/1/99: Mr Ashdown is to stand down as leader of the Liberal Democrats after the European elections in June and as MP for Yeovil at the next general election.
Monty Python stars (L-R) Michael Palin, Terry Jones, John Cleese and Terry Gilliam at a photocall in London's Leicester Square, where they reunited to celebrate their 30th anniversary by attending a charity screening of their film Life Of Brian. * ...to raise money for Macmillan Cancer Relief as a tribute to their late partner Graham Chapman who died a decade ago. Eric Idle was notable by his absence following an apparent fall-out.
Madonna shares a joke with John Cleese as they wait in line to meet Queen Elizabeth II and The Duke of Edinburgh at the premiere of "Die Another Day", at the Royal Albert Hall.
Comedian John Cleese with Irish actor Pierce Brosnan after presenting him with the Outstanding Irish Contribution to Cinema, arriving at the Irish Film & Television Awards, at the Burlington Hotel, Dublin.
Monty Python star John Cleese feeds grapes to Colin the red ruffed lemur, during a visit to Bristol Zoo Gardens.
Prunella Scales, John Cleese, Connie Booth and Andrew Sachs are seen promoting two Fawlty Towers specials created to commemorate the 30 years Fawlty Towers Anniversary.
(Left-right) Michael Palin, Eric Idle, Terry Jones, Carol Cleveland, Terry Gilliam and John Cleese announce their new plans for Monty Python at the Corinthia Hotel in London.
John Cleese, Terry Jones, Eric Idle, Graham Norton, Michael Palin and Terry Gilliam during the filming of the New Year's Eve Graham Norton Show, at The London Studios, south London, to be aired on BBC One on Tuesday evening.
Michael Palin, Eric Idle and John Cleese are seen on the first day of rehearsals in London, for their new show Monty Python Live (mostly) which is on at the O2 Arena in London on July 1-5, 15, 16, 18-20.
John Cleese, Taylor Swift and Kevin Pietersen appearing on the Graham Norton show, filmed at the London Studios, London, to be aired on BBC One on Friday evening.
John Cleese arriving at Wogan House in London to guest on Zoe Ball's first morning hosting the BBC Radio 2 Breakfast Show.
Actor and comedian John Cleese speaks to members of the press on College Green outside the Houses of Parliament after he joined the group 'Hacked Off'.
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Ever the comedian, he joked that he and Wade have "burdened [themselves] with cats instead of children, because you don't have to spend a lot of money on education and when they grow up, they don't blame you for anything."
But Cleese said that the couple's fondness for their cats proves tricky sometimes because they can't take them overseas with them.
"The trouble with cats is, home is where the cats are. We can't bring them out yet. The big one is 25 pounds. When my wife tries to pick him up, she disappears behind him."
Hold the Sunset's second series starts at 9pm on Friday 2 August on BBC One.