Cahuzac was charged last week with tax fraud after admitting to holding an undeclared bank account abroad, prompting a major scandal that has seen the government announce a series of measures to battle tax evasion.
"I move every two days to escape the pressure," he said in La Depeche du Midi newspaper, adding that he had been staying with friends in Normandy and Brittany in the north, and in the Bassin d'Arcachon in the southwest.
In his first interview since his confession, Cahuzac added he was being pursued by photographers, noting with surprise their "geolocalisation abilities."
The former budget minister - who resigned on March 19 after investigators opened a probe into allegations he had the bank account - also said that he had not yet ruled out returning as a member of parliament, as he is allowed to do by law.
"It's too early, I haven't yet decided," said Cahuzac - who had once been in charge of fighting tax evasion.
Under a 2008 reform, a minister that leaves the government -- by resigning or due to a reshuffle -- can get his seat back in the lower house within one month. Cahuzac has until April 19 to make his decision.
Jean-Claude Gouget, who took his place as member of parliament for the French department of Lot-et-Garonne in the southwest, said on RTL radio that Cahuzac thought it would be "good" to come back.
"It's up to him, but I made him understand that for me, I consider it a mistake," Gouget - who would have to step down if Cahuzac took back his seat as an MP - said on Wednesday.
The scandal has shaken French President Francois Hollande and his administration, with critics accusing him of mishandling and even minimising the situation.
Hollande has however said he has been "wounded" by the scandal, and has announced a series of measures in response aimed at eradicating tax havens, increasing checks on officials' finances and cracking down on tax cheats.