, who finished second in Egypt's presidential election, is living in Abu Dhabi for security reasons, he said on Monday during a phone interview on the 'This is the City' talk show.
Shafiq travelled to Saudi Arabia for theUmrah religious pilgrimage on 26 June and was expected to return to Egypt within days, according to a press release issued by his presidential campaign team.
However, he will now be undertaking personal matters in Abu Dhabi, he said.
The former prime minister criticised President Mohamed Morsi and said Egyptians are living in "torture."
He expressed disbelief that a new government had not yet been formed and said he expected Prime Minister Kamal El-Ganzouri's government to stay in place for a further 100 days.
On Tuesday, President Morsi appointed former irrigation minister Hisham Kandil as prime minister.
"Nobody is leading Egypt at the moment," he said, adding that too many parties were involved in the decision-making process.
Moreover, he said intends to form a political party after receiving 13 million votes in the presidential election runoff.
In addition, Shafiq said he was shocked by the death of Hosni Mubarak's former spy chief Omar Suleiman because they were very close.
"If he was alive he [Suleiman] would have advised me not to return to Egypt now," he added.
Ahmed Shafiq, a former air force commander, was appointed prime minister during the 18-day uprising that brought down Hosni Mubarak.
He came second to the Muslim Brotherhood's Mohamed Morsi in the presidential election.