MEXICO CITY — Evo Morales, the ousted president of Bolivia, now lives in exile on a military base in Mexico City, where he says he spends much of the day taking calls from Bolivians pleading for his help.

More than 3,000 miles from his country, where politicians are threatening to have him arrested if he returns, Mr. Morales is still trying to carry on as the president who delivers for his constituents — in his eyes, the savior of Bolivia.

And yet, Mr. Morales seemed to acknowledge during an interview that his time in power — and his worldwide renown as Bolivia’s first Indigenous president — had come to an end.

After almost 14 years in power, he left the country with what he said was little more than the clothes on his back. He had run for a fourth term, and declared himself the winner, but the election result was in dispute.

With protesters blocking the streets, and his police and military turning against him, he was spirited out of the country by a Mexican military plane and arrived in Mexico City on Nov. 12. It all happened so fast that he left behind his Bolivian passport, he said.

“I am already Mexican. Look,” he joked, brandishing his new Mexican immigration permit at the start of an interview at the offices of The New York Times in Mexico City on Friday.

He was driven to the interview in a sport utility vehicle and hustled from the street into the building by Mexico’s equivalent of the secret service.

In a photo session, he raised a fist in the defiant gesture of a revolutionary leader.

“Here, what can we do?” he asked, regret in his voice. “We have to defend, not just defend Evo, defend the social programs.”

He is convinced that there is a resounding call for him to return to Bolivia, and that the country cannot progress without him. His party, which has a majority in congress, has proposed granting him and his inner circle immunity from prosecution, according to a local news report.

But events in Bolivia’s administrative capital, La Paz, have rushed forward since he left. Amid continuing protests by his supporters and violent crackdowns by security forces, his own party and the opposition are working on passing legislation that would pave the way for new elections, The Associated Press reported.

He shrugged off statements from some in his own party that they will run new candidates in new elections, declaring that it’s only “some compañeros who I think are not listening to the people’s clamorous demand.”

He promised to support his party’s candidate for president, calling it an obligation. And he added that now that he is “freed from being president,” he will have more time to campaign for his party’s candidates.

In a tone far more subdued than in some other recent public appearances, he spoke nostalgically about his country. He said that he missed the coca leaf — a stimulant that many Bolivians chew: He is the longtime leader of the union of coca growers.

He joked that Mexican food was a little too spicy, and that he had to learn to eat tortillas instead of quinoa.

The Mexican government offered Mr. Morales asylum and welcomed him as it would a dignitary: He was greeted by the foreign minister when he landed in Mexico City and named a distinguished guest by the city’s mayor.

President Andrés Manuel López Obrador assigned military officers who belonged to the disbanded presidential guard to protect him. The government settled him into a military facility that he has been told not to identify for security reasons.

He admitted that he now feels caged, beginning his days with a jog in the base’s gym at 6 a.m. He lives there with a small entourage that accompanied him into exile, including his vice president, Alvaro García Linera, and his health minister, Dr. Gabriela Montaño.

His two children, he said, were expected to arrive in Argentina on Saturday, and were not planning to come to Mexico.

He spends his days giving interviews to the media, he said, his voice trailing off.

He spoke with longing for the days when he traveled through Bolivia with the power to oversee the building of public projects for Bolivia’s Indigenous communities, the poorest people in one of the poorest countries in South America.

“I miss that,” he said. “Delivering public works, approving new works, knowing Bolivia better, its needs. That is the job. For me you do not govern just in the palace, you govern in every part of the country.”

But he had no regrets, he said — not about his decision to run for a fourth term, or the presidential election in October that set off rioting after he declared that he had won.

He said that he resigned the presidency three weeks later to save the lives of his supporters whose houses had been burned down by opponents.

He decided to leave for Mexico he said, to save lives, perhaps even his own. He said that a member of his security team had showed him an anonymous text message claiming that there was a $50,000 bounty on his head to arrest or even kill him.

It was not the step that a revolutionary would take, he acknowledged, quoting Fidel Castro’s slogan “Fatherland or Death.” He said that he resisted at first, but his ministers persuaded him to leave.

The Mexican government sent a plane but for hours it was unable to land, as the Bolivian military placed bureaucratic obstacles in its way. Finally, a full day after he resigned, the plane took off.

“When we were in the airplane, I said, ‘our lives are safe,’” he recalled.

While he was on his way out, he said he heard that the United States government had spoken to his foreign minister and offered to send its own plane to take him out of the country. He said that he had joked, “Maybe they will take me to Guantánamo.”

Washington and his political opponents were determined to keep him out of Bolivia, he said.

“I am not desperate to be president, but they should give me my political rights, so that I can go back,” he said. “Why are they so afraid of Evo?”