Haye wants to fight WBC heavyweight champion Vitali Klitschko after losing his WBA crown to Klitschko’s younger brother Wladimir in Hamburg last year.
But the 31-year-old said that he was only prepared to box in Germany, where the Klitschko brothers normally fight, and not in Ukraine.
“I’ve never been to Ukraine but I have heard it’s very dangerous for a black man,” Haye told Sport Bild.
“There are crazy racists who have already sent me death threats. So Germany would be the best and safest place for me to beat Vitali and get out of the stadium alive.”