The 81-year-old, banned for six years by FIFA's own ethics committee at the height of a scandal engulfing world soccer's governing body, told journalists he had met the U.S. lawyers in October or November, without going into further details.
Several dozen soccer officials, including some from FIFA, were indicted in the United States in 2015 on corruption-related chances.
Blatter was not among them, although he subsequently said his lawyer had advised him not to travel abroad.
"I have had very little contact from my American lawyers because I was never a person of interest under scrutiny by the American justice," he told a group of international reporters on Friday.
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"I have been investigated in two or three matters ... but there is no wrongdoing." There was no immediate comment from the U.S. Justice Department.
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Blatter and Ex-UEFA president Michel Platini were banned from all football-related activities in 2015, initially for eight years, over a 2 million Swiss franc (1.5 million pounds) payment FIFA made to Platini in 2011, with Blatter’s approval, for work done a decade earlier.
Blatter said on Friday he had become a “punching bag” for all FIFA’s problems but that he was still generally liked by his Swiss compatriots.
"Here in the city of Zurich and Switzerland in general, I am not only accepted but they like me," said Blatter, who has denied all charged against him.
"I don't have the impression that I am a rejected man. Why should I be rejected? I have done a good (job at) FIFA ... I feel that wherever I go the people and young people recognise me and want to take a picture and say hello. There are still fans who write to me.”
He said Swiss prosecutors had not contacted him over a separate case initiated in September 2015 against him relating to accusations of criminal mismanagement and misappropriation.
"I have never heard anything, my lawyer has heard nothing about that," he said. “That does not surprise me, because there was no reasons to open a case against me.”
"I have been interviewed and I will be interviewed in future but not in these cases; I am interviewed in cases concerning the activities in FIFA, as a person of information."
Swiss authorities have also opened investigations into the decision to award the 2018 and 2022 World Cups to Russia and Qatar respectively, into Germany’s successful bid to host the 2006 World Cup and against former FIFA secretary general Jerome Valcke.
(Writing by Brian Homewood; Editing by Andrew Heavens)
