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.
Blatter commended UEFA for their initiative, which is designed to replace friendlies with competitive games, but stressed the need for unity with FIFA.
"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.
And the 78-year-old administrator re-iterated his stance on the upcoming elections, insisting he was in good health ahead of what could be his fifth term as FIFA president.
"You will have to be the judge to figure out if I am in good shape or not. I feel great," he added.
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