He also said he feared that the property tycoon Barclay brothers, David and Frederick, with whom he is engaged in the court battle, were hacking his phone.
He said he had “no evidence” but told Mr Justice David Richards that he was “very concerned”.
Mr McKillen said there was “nothing these people would not do”.
“I was concerned that the Barclays were hacking my phone,” he said. “They do use detectives. I know they had detectives following me into restaurants.”
He added: “There’s nothing these people would not do as far as I am concerned. Putting detectives on me. Using my American social security number, which is illegal.”
Earlier, Mr Justice David Richards heard at the High Court in London that Mr Blair’s firm, Tony Blair Associates, played “honest broker” in a deal businessman Mr McKillen was trying to arrange with Middle Eastern sheikhs.
Mr McKillen said he felt “Mr Blair’s office” could “smooth over issues” during discussions with members of the Qatari ruling family.
The judge heard that Mr Blair “raised the issue” during a meeting with Sheikh Hamad, emir of Qatar.
Mr McKillen said money was “never discussed” and he agreed with a lawyer’s suggestion that “Tony Blair Associates were doing this out of the good of their heart”.
Mr McKillen, who comes from Belfast but is based in Dublin, said he met Mr Blair, who became a Middle East peace envoy after leaving office in 2007, three times and “asked for his advice”.
He was giving evidence during a trial which started after a boardroom fight over control of a company which owns three London hotels spilled into the High Court.
Mr McKillen says two of Britain’s best-known businessmen had “infringed and diminished’ his rights as a director.
He says twins David and Frederick Barclay, owners of The Daily Telegraph, “engaged in a scheme” to take control of Coroin — the company which owns Claridge’s, the Connaught and the Berkeley.
Mr McKillen took legal action claiming that he had been a victim of “unlawfulness” and “unfairly prejudicial conduct”.
The Barclay brothers, who grew up in London, deny Mr McKillen’s allegations and say he is trying to tarnish their reputations and embarrass them.
They say he has “no money” and does not like the possibility of being “squeezed out of Coroin because he cannot afford to stay in”.
Mr McKillen had given the bulk of his evidence earlier in the trial, which started in March.
Mr McKillen told of his links with Mr Blair while being questioned by a barrister — Kenneth MacLean QC — who is representing companies owned by the Barclay brothers.
The hearing continues.