He and Gordon Brown were left out of the royal wedding guest list.
Daily Telegraph reported Friday that Thatcher and John Major, the former Conservative premiers, were both invited.
The palace said there was no obligation to invite Blair or Brown.
Labour MPs have said that when the Prince of Wales married Diana Spencer in 1981, all surviving former prime ministers were invited.
Blair told a Colombian television station that it was “completely sensible” for the wedding to be attended by people from all parts of society.
“I’m delighted for the royal couple,” Blair was quoted as saying.
“It is completely sensible to invite people from different walks of life instead of politicians.”
When asked whether he was offended, he said: “Absolutely not at all. It’s not an issue and I wish them every happiness.”