Cosby, 77, spoke to the newspaper Florida Today on Friday, before performing his comedy routine at a theater in Melbourne, Florida.
The comedian has refused to address questions about allegations made by a number of women who said he forced himself on them sexually, with some accusing him of drugging them first.
"I know people are tired of me not saying anything, but a guy doesn't have to answer to innuendos," Cosby told Florida Today, which serves readers in Melbourne and surrounding areas.
"People should fact-check. People shouldn't have to go through that and shouldn't answer to innuendos," Cosby told the newspaper, in a story posted on its website late on Friday.
Cosby received a standing ovation at the start of his 90-minute show in Melbourne, which concluded without incident and without the comedian discussing the allegations.