The Monty Python star moved from the UK to California more than 20 years ago, but has now said that he is considering leaving the US for good.
"I've been very depressed by the ruthlessness and cynicism of the people in charge of the Republican Party, and it's one of the reasons I don't intend to go on living in America much longer," Cleese told The Australian.
Cleese also revealed that he finds very little of today's comedy to be cutting-edge, explaining: "One of the sad things about doing comedy for 40 years is there's less and less you find original, just because you know so much. As you get older you see things and you think, 'That's fine, it's just that I've seen 25 things like it in my life'."
The 71-year-old recently criticised London for no longer being "an English city".
Monty Python's Cleese, Terry Jones, Terry Gilliam and Michael Palin have reunited to do voice work for a 3D animated version of their late colleague Graham Chapman's autobiography.
Watch Monty Python's 'Cheese Shop' sketch below: