The 68-year-old, who won the World Cup both as a player and as a coach in 1974 and 1990 respectively, told daily newspaper Bild he did not feel he would be made welcome after FIFA announced he had been suspended because he refused to speak to investigators looking into allegations that Qatar paid bribes to secure votes for its 2022 World Cup bid.
"I am basing that decision on the fact I will not be welcomed by FIFA."
Beckenbauer, who was a member of the FIFA executive board in 2010 when the votes were cast to award Russia the 2018 finals and Qatar the 2022 edition, had originally planned to go to Brazil for the semi-finals.
Beckenbauer refused to cooperate with Michael Garcia, the former US federal prosecutor who headed an investigation in the votes for the Qatar vote and another that awarded the 2018 World Cup to Russia.
"The apparent breach relates to Mr Beckenbauer's failure to cooperate with an Ethics Committee investigation despite repeated requests for his assistance, including requests that he provide information during an in-person interview or in response to written questions provided in both English and German," said the statement.
A formal investigation of the Beckenbauer case has now been started by investigatory chamber member Vanessa Allard, added the FIFA statement.