"This entire rape investigation has been conducted without my input," he said, adding that the police refused to say if there was a warrant out for him or not.
Assange has admitted that he had met both women in question, but refused to say if had had sex with either of them, calling it "a private matter."
In his interview with AFP he would not point a direct finger at US intelligence services, which have expressed alarm at WikiLeaks' publishing of thousands of confidential documents.
But he said his website had "two reliable intelligence sources that state that Swedish intelligence was approached last month by the United States and told that Sweden must not be a safe haven for WikiLeaks."
Two days before the allegations against Assange were made public, he had applied for a Swedish work and residency permit.
Some of the servers hosting the WikiLeaks website are kept in a basement in the Stockholm suburb of Solna.
WikiLeaks published nearly 77,000 classified US military documents on the war in Afghanistan on July 23, and intends to publish another 15,000.
Newsweek magazine said last week that WikiLeaks was teaming up with news outlets to release a "massive cache" of classified US military field reports on the conflict in Iraq.