In an interview with the Associated Press and Russian channel NTV, Viktor Yanukovych also said he gave no orders to open fire on protesters in the capital, Kiev.
Viktor Yanukovych fled Kiev after protests in which more than 100 people died.
Russia annexed Crimea in southern Ukraine last month following a controversial referendum branded illegal by Kiev and the West. The peninsula has a majority ethnic Russian population.
Moscow has insisted it has no intention of invading Ukraine.
Viktor Yanukovych, now in Russia, said he would try to persuade Russian President Vladimir Putin to return Crimea to Ukraine.
“Crimea is a tragedy, a major tragedy,” he said.
“We must set such a task and search for ways to return to Crimea on any conditions, so that Crimea may have the maximum degree of independence possible… but be part of Ukraine.”
Viktor Yanukovych said had he remained in power, he would have tried to prevent the referendum, calling it a “form of protest” against Ukraine’s new pro-Western leaders.
More than 100 people were killed in street protests in Kiev in January and February, many of them by sniper fire, but Viktor Yanukovych said he had no role in their deaths.
He said gunfire came from the opposition camp, not from riot police, and that responsibility for the high number of deaths lay with the opposition.
“I personally never gave any orders to shoot,” he said.
“As far as I know the weapons were never given to those special troops who took part in defending the state buildings and the state bodies – they just complied with their orders.”
He added: “My principles which I always follow are that no authority, no power is worth a drop of blood.”
Unrest in Ukraine began late last year when Viktor Yanukovych rejected an association agreement with the EU in favor of closer ties with Russia.
The interim government in Kiev that took power after Viktor Yanukovych fled has scheduled a presidential and some mayoral elections for May 25.
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