The Ukip leader was in the country on Monday to debate the EU with Welsh Labour leader Carwyn Jones, ahead of a campaign by the party to win its first seats in the Welsh Assembly.
Ukip won nearly 14% of the vote in Wales in last year's general election but won no seats under the First Past The Post system. But the party stands to do well out of the assembly's alternative vote system.
Appearing on Channel 4 News on Monday night, Farage denied his party was "an English party with a Welsh add-on" when it was pointed out candidates potentially standing in Wales could include former Conservative Rochester MP Mark Reckless or fellow former Tory Neil Hamilton.
"There is a slightly unpleasant nationalist tone to this, I don't like it very much," Farage told Channel 4 News' Andy Davies.
"We are a Welsh party. We've got a vibrant Welsh party. That's why we did so well. There's [a candidate] from Bangladesh. Should I get rid of him as well?"
The comment amused some on Twitter, who accused Farage of hypocrisy, equating Ukip's anti-EU message to nationalism.
After Farage's debate with Jones, ITV Wales conducted a Twitter poll asking who had won. A total of 79% believed Farage had.