Nigel Farage said he did not support "everything" WikiLeaks founder Julian Assange had done but there was a "genuine concern" about state snooping on people's lives.
The former Ukip leader, who was spotted leaving the Ecuadorian Embassy where Mr Assange is holed up on Thursday, said the "deep state" had become too big.
Mr Farage, a supporter of US President Donald Trump, also played down claims Russian intervention helped his victory in the White House race by claiming "big countries" were always "interfering" in each others' elections.
The MEP was unusually reticent about whether he had met Mr Assange, telling Sky News: "I was photographed coming out of a building in which the Ecuadorian Embassy exists but I keep all my meetings very private."
But he acknowledged that he did "not normally" have an interest in Ecuadorian affairs.
Asked about a link between Mr Assange and Russian sources seeking to disrupt Western politics, Mr Farage said: "I think there is a general worry that government - or the deep state as it is being called - has got just way, way too big."
That meant the "deep American state and, who knows, in our country too", he said.
"I don't support everything Assange has done but I think there is a genuine concern about the extent to which government is able to interfere in our lives."
US intelligence agencies have accused Russia of hacking Democrat candidate Hillary Clinton's campaign to help Mr Trump win the White House race.
But Mr Farage said: "I hear the Democrats saying 'isn't it awful the Russians trying to interfere'. How many foreign elections have the Americans interfered in since 1945? The truth is, big governments, big countries are interfering in each others' elections all the time."
He also defended the president's claim that predecessor Barack Obama had ordered wiretaps at Trump Towers - an assertion which was presented without evidence.
"I can't believe he would have made that comment without some basis," Mr Farage said. "He must have some reason to believe in it."