Hogan's interview with the television program "A Current Affair" was his first public comment since the actor was barred earlier this month from leaving Australia until he settles a multimillion dollar tax bill.
Hogan told the news program the tax office was on a witch hunt for a high-profile case, and he should not be classed a flight risk.
"I actually came out here at the request of the Australian Crime Commission at my own time and expense to assist them with their inquires," he said in the interview. "If I was a tax evader, which I'm not, I must be the dumbest one in the world, because they gave me five years notice that they have seized every piece of paper that my tax advisers and lawyers and accountants have ever had. I kept coming back here."
Australian tax and crime investigators have fought Hogan in a five-year legal wrangle in Australian and U.S. courts to investigate evidence he used offshore bank accounts to conceal earnings since his low-budget "Crocodile Dundee" movie became an international hit in 1986.
Tax authorities last month claimed Hogan owed tax on 38 million Australian dollars ($34 million) in allegedly undisclosed income. The exact tax bill has not been disclosed.
Hogan has denied any wrongdoing and disputes the tax bill. He has never been charged with tax evasion.
He said in the interview he is not as rich as people believe. "I can't pay 10 percent of what they're asking," he said.
Hogan said he could not disclose the exact bill for legal reasons.
"I know they're absolutely desperate to nail some high-profile character with money to justify the expense to the taxpayer," he said of the tax office.
The 70-year-old actor, who lives in Los Angeles and first gained a public profile in the United States with his cheerful offer to "slip an extra shrimp on the barbie" in Australian tourism TV ads in the mid 1980s, arrived in Sydney earlier this month to attend the funeral of his mother.
Hogan was served with an Australian Taxation Office order on Aug. 20 that prevents him from leaving Australia until he settles the tax bill, lawyer Andrew Robinson said.