In an interview with German magazine Der Spiegel, Musharraf, who now lives in London, said he allowed the training to take place because Western powers were "ignoring the resolution of the Kashmir issue."
"We expected the West -- especially the United States and important countries like Germany -- to resolve the Kashmir issue. Has Germany done that?" Musharraf said.
Musharraf, 67, said he would like to return to Pakistan, now led by President Asif Ali Zardari. Asked if he expects another military coup soon, Musharraf responded that he thinks "the times of military coups in Pakistan are over."
As for the current government, he said "everyone can see what they are doing."
"Pakistan is experiencing a deep economic decline -- in other areas, as well," he said. "Law and order are in jeopardy, extremism is on the rise and there is political turmoil. The non-performance of an elected government is the issue."
He said there is a "culture of vendetta and vindictiveness in Pakistan" and his political opponents, "especially Nawaz Sharif, would love to create a case against me -- that I am corrupt or have committed fraud or some such."
"They do their best to achieve that, but they haven't succeeded," he said. "Even if they did, I would reply in court. Risks need to be taken."
That risk, he acknowledged, includes the possibility of being assassinated.
"Yes, that is a risk, but it won't stop me."
2014: The Year in Music [PHOTOS]