“I’m so disappointed with so much about this country,” he said.
He told BBC presenter Emily Maitlis that his “particular beef” is with the “lying and triviality” of British newspapers.
Cleese expressed his dismay that proportional representation and the second phase of the Leveson inquiry into press standards had been “kicked out by right wing governments”.
He added: “I just thought to myself, ‘Right I’ll just give up and try somewhere else.’”
Cleese, who voted to leave the European Union, went on to denounce the standard of debate around Brexit as “one of the most depressing things about this country”.
“There were dreadful lies on the right about all the money that would come into the National Health Service,” he said, while claiming that David Cameron and George Osborne ran a remain campaign based on scare tactics.
“Very few people have any idea of what’s actually going to happen. Why’s everyone so passionate when they can’t possibly know what the outcome is?” he asked.
Cleese plans to move to the “gorgeous” island of Nevis this autumn, describing it as “one of the nicest islands I’ve ever been on”.
He said: “The relationship between the races is absolutely superb. The people there are really kind.”