UEFA's 54 member nations voted to bring in the tournament, which will act as a replacement for the majority of international friendly fixtures, from 2018.
The league will be made up of various groups and pools with teams fighting it out for extra spots at UEFA's European Championships, while also battling for promotion and against relegation.
"I have asked for solidarity," Blatter said.
"Mr (Michel) Platini (UEFA president) said it well, solidarity doesn't have to be between just European countries it should be broader than that.
"International football is a big organisation to respect. We need solidarity among us because our popularity brings a lot of jealousy.
"In case of a political interference, we can't back down just like that.
"It's a UEFA thing (the Nations League). It's a genuine European concept, I will not comment on that.
"I welcome any good initiative for national teams. It's not only good for the clubs but also for the national teams."
Blatter revealed that he would speak further on the issue at FIFA's presidential elections in Sao Paulo in June this year.
"You will have to be the judge to figure out if I am in good shape or not. I feel great," he added.
