The 48-year-old attorney told USA Today that he also plans to address his firing by President Trump in one of the first podcasts, "so people will understand the context from which I'm speaking."
Mr Bharara, an Obama-era appointee, was fired in March from his post as the US attorney for parts of New York City, including Manhattan.
"I'm not putting anything off limits," Mr Bharara said. "I'm not doing a weekly podcast to throw bombs. I'm a private citizen, I'm not special counsel Mueller," Mr Bharara said, referring to former FBI director Robert Mueller, who's investigating Russia's suspected campaign of cyberattacks and fake news to influence the 2016 presidential election and possible collusion with President Trump's associates.
A Podcast is a digital audio file made available on the Internet for downloading to a computer or mobile device, typically available as a series.
The podcasts could present Mr Bharara with opportunities to discuss President Trump and the new administration from his perspective, the report said.
Mr Bharara's ouster from the US Attorney for the Southern District of New York, one of the nation's most powerful legal posts, has given him more leeway to speak freely, the report said.
His new podcast series is titled "Stay Tuned With Preet" that launches on Wednesday - a winking reference to the catchphrase Mr Bharara frequently employed to parry questions from news reporters about continuing federal investigations, the report said.
President Trump fired him and 45 other US Attorney holdovers from the Obama administration- after Mr Bharara says he declined to return a phone call from the president, the report said.