Haye, who has been calling out the elder Klitschko since deciding to come out of retirement, said he fears fighting in the country would be dangerous “for a black man”.
“I’ve never been to Ukraine but I have heard it’s very dangerous for a black man,” he told SportBild.
“There are crazy racists who have already sent me death threats.
“So Germany would be the best and safest place for me to beat Vitali and get out of the stadium alive.”
Haye is a controversial figure among fans of the Klitschkos, having once worn a T-shirt featuring an image of himself holding aloft their severed heads.
He lost a unification bout to Wladimir in Germany in 2011 and subsequently retired, but now covets a meeting with WBC champ Vitali, who is now a political figure and rumoured to be considering retirement.
The Ukrainian brothers are based in Germany and have fought there for most of their careers.