Speaking during an interview with Alex Jones on the US conspiracy website inforwars.com, Mr Icke, 64, said it was an extreme situation created by us.
He said: "The US, NATO, and Britain-backed bombing in the Middle East, this has forced large numbers of people to leave.
"This wave of people into Europe, generally people who deserve our help, have been joined by vast numbers of other people who are not refugees who want to get into Europe, and are being allowed to get in. They want a world government, world army and a world central bank."
Mr Icke, a former BBC Grandstand presenter, has become one of the world's most infamous conspiracy theorists after famously coming out as "the son of Godhead" on the BBC Wogan chatshow in 1991.
He then released a series of books from 1999 with a bizarre theory the UK Royal Family was descended from alien lizards.
He now stages world tour conferences speaking to audiences of thousands of people across the globe to bring about "their awakening".
His theories range from being as bizarre as the Royal Family/lizard one and the moon being an alien space ship, to political theorising about an Illuminate-type global organisation shaping everything that happens on Earth.
He continued: "They want super states under a world government, with the super states not designed to be countries but broken top into sub regions that are ways to control."
He said the greatest resistance to the super state plan was individual countries "sense of nationalism".
He said: "What is happening, and has been happening for a long time…it came out a few years ago that during the Blair administration, that they had set out to allow unfettered immigration into Britain.
"Not to help the immigrants, they were pawns in the game, although they did not realise it, but to change the face of Britain to a position that it could never go back to where it was before."
When you study how the hidden hand works, it plays one group of victims against one another to create the divide and rule.
He said: "Chancellor Merkel is a 100 per cent owned, and willingly-owned asset of this hidden hand.
"The reason she has done what she has done was because the agenda demanded that she reacted to what happened in the way she has.
"When you study how the hidden hand works, it plays one group of victims against one another to create the divide and rule."
Icke claimed that the resentment of the native populations against the new cultures, such as Germany, when several new arrivals were accused of sexually assaulting local women, was all part of the sinister plan.
He added: "People in both groups are caught in the crossfire. The more chaos you have you get order out of chaos as you break down the sense of unique culture and end up with just a police state to stifle the conflict."
The website thrivedebunked.wordpress.com estimates he was paid £300,000 for one conference alone in the UK.
The website claims to have completely debunked the claim that a so-called New World Order is trying to set up a global Government.
Thrive was an internet documentary series purporting the conspiracy about global domination which heavily featured David Icke being interviewed.
In an article on the debunking website, it was reported: "There is not a single shred of evidence anywhere in the world to suggest that…there is a such thing as an 'Illuminati,' a 'New World Order' or a 'Global Domination Agenda'.
"On this blog, I have already debunked the Global Domination Agenda and demonstrated why we can be certain that it does not exist.
"All of the so-called “evidence” produced by Mr. Icke and/or his supporters falls along exactly the same lines as the discussion in that article about why evidence proffered by Illuminati/NWO/GDA believers does not, in fact, prove the existence of this group or their supposed agenda.
"Mr Icke’s theories are total fantasy."