"I have lawyers who are representing me on this case the Hawks are chasing me on. They are three white lawyers," Malema said on video footage seen by Sapa on Tuesday.
"Every time I sit in a meeting with them I get very irritated. This thing I'm doing is wrong, but there's nothing I can do because the judiciary is controlled by these white minorities," said Malema.
He was addressing delegates at an ANCYL three-day lekgotla in Pretoria on Sunday.
Last year, opposition political parties called on the SA Revenue Service to investigate his wealth, claiming it was out of proportion to his reported R25 000 monthly salary.
The Sunday Independent reported that the Hawks had prima facie evidence of corruption related to the awarding of tenders to firms Malema had an interest in, in Limpopo, his home province.
Public Protector Thuli Madonsela was reportedly also probing claims of irregular tenders awarded by the Limpopo government to a company linked to Malema.
Malema said his lawyers had told him there were 20 investigators probing him, including the Hawks, the SA Revenue Service and other financial intelligence services.
"They [the lawyers] brought all their [investigators'] names to me... out of the 20 investigators, 17, they are whites, and every time you speak about whites you must know you are irritating these 17."
Malema said his lawyers told him that he was making their job difficult for them.
"I was not interested in that... I was just interested in the 17 whites in the case of one young black person," he said.
Malema said this proved every state organ was controlled by the white "capital" minority, who he described as a mafia.
There were senior prosecutors who played golf with judges.
"We are talking about senior prosecutors who deal with senior cases," said Malema.
"Once you say you are going to take from those people [white capitalists] they activate every power they have. We thought it was only in the state but it's been proven it's... also in the ANC," he said.
Malema said the league had "angered capital", and it was doing its utmost to remove the youth league.
"The fight is not about whether Gwede [Mantashe] must be SG [secretary general] or [Fikile] Mbalula. It's not about that. The fight is about property... and they not prepared to surrender," said Malema.