Khama has been in South Africa for about a year, after falling out with his hand-picked successor, President Mokgweetsi Masisi.
Khama, 69, president of Botswana between 2008 and 2018, said he is being hounded for his opposition to Masisi.
“There’s been no crime. I have done nothing wrong,” Khama told South Africa’s state broadcaster SABC.
He said the warrant is part of Masisi’s campaign to persecute him as Botswana approaches general elections in 2024.
“I have been and I will continue being more and more targeted in this manner because I remain the most constant voice condemning and exposing Masisi for the incompetent failure that he is,” Khama told the Voice of America.
Botswana has not yet asked South Africa to extradite Khama.
Khama, the son of Botswana’s first President Seretse Khama, was the fourth president of the southern African country. After serving as commander of the Botswana Defence Force, Khama was vice president from 1998 to 2008 and then became president when Festus Mogae retired.
Khama was reelected in the 2009 elections and won reelection again in 2014, leaving office after completing two five-year terms.
Khama quit the ruling Botswana Democratic Party in 2019 and is now patron of the splinter Botswana Patriotic Front.