The claim came in an interview with the British ITV network on Sunday.
"I cannot say the world is safer when you consider the violence around us, when you look around you and see the terrorist attacks around the world and you see what is going on in Iraq," he said.
"We have a lot of work to do as an international community to try and make the world safer," he said.
Annan has previously described the US-led war that toppled Saddam Hussein as "illegal".
He told ITV that Iraq was on track to hold elections at the end of January and said he would speak out if he was not satisfied with the way they were conducted.
"If that sort of judgment or any decision which is made which we think detracts from the credibility and viability of the elections, we will be duty bound to say so," he said.
Nations not bought
Annan also dismissed any suggestion that France, Russia and China had been prepared to ease sanctions on Iraq in return for oil contracts.
"I cannot say the world is safer when you consider the violence around us, when you look around you and see the terrorist attacks around the world and you see what is going on in Iraq"
UN Secretary-General Kofi Annan
The US-led Iraq Survey Group said earlier this month that Iraq tried to manipulate foreign governments by awarding contracts - and bribes - to foreign companies and political figures in countries that showed support for ending sanctions, in particular Russia, France and China.
But Annan said it was "inconceivable" Saddam's activities could have influenced policy in the countries concerned.
"I don't think the Russian or the French or the Chinese governments would allow itself to be bought," the UN chief said.
"I think it's inconceivable. These are very serious and important governments. You are not dealing with banana republics."