Jens Breivik was speaking to Norwegian TV channel TV2 from his home in Counanel in the southern Languedoc-Roussillon region, where he lives with his second wife Wanda.
The couple are under heavily armed guard after the Norway attacks that left 76 dead.
"He's very sad. He's still in a kind of shock and he will never return to Norway because of this," reporter Elin Sorstahl told waiting journalists after the interview.
"He is ashamed on behalf of his son. He has not had very much contact with his son. They separated when the boy was fifteen years old and the boy said he wanted to go to the United States and didn't want to have contact with his father."
In a separate interview with Swedish daily Expressen, he said his son should have killed himself. "How could he stand there and kill so many innocent people and just seem to think that what he did was in order. He should have taken his own life as well."
He told the reporter he last heard from his son about ten years ago. "It was a short phone call which was pretty bland," he said.
He repeated that he was "full or sorrow and despair" and that he will "live with this shame for the rest of my life."