Amir Khan and his family are leaving the UK after the boxer was robbed of a watch at gunpoint last year.
The retired boxer, 36, feared his children would grow up fatherless after having the weapon pointed at his face in London last year after leaving a restaurant.
Now the I'm A Celebrity star says he, wife Faryal Makhdoom, 31, and their three kids have moved to Dubai, where he feels it is safer.
He said the robbery has also left him unsure and scared when he travels to different places.
Speaking to Good Morning Britain, Amir said: "Life just goes past you, you think about your family, your children. It felt like a lifetime but it probably lasted only 10-15 seconds."
"I remember looking straight in the barrel when he put it right in front of me. Down the barrel."
The ex sportsman went on: "I'm very picky now where I go. I pick and choose what time I go to places and make sure that sometimes I take security with me if I go to a very busy place.
"But it's made it a little bit difficult to just travel on my own or with my family to places where I would not normally go. I am a little bit scared now when I go to different places."
He added: "When you have a family, you have children, you start to think differently - you're doing it for them. I just want to make sure I'm going to be safe. I want to see them grow up."
Speaking about his move to UAE, Amir said: "It's a lot safer for me. Living abroad, being abroad. I just feel a little bit safer bringing my kids up and taking them out there. I don't have no fear."
"It did shock me a little bit and put me in a lot of fear. I feel a lot more comfortable when I'm over there."
Amir was targeted as he and Faryal left Sahara Grill restaurant in Leyton, East London, on April 18.
Two men have been convicted of robbing the sports star for his £70,000 diamond-encrusted watch at gunpoint last year.
Dante Campbell, 20, and Ahmed Bana, 25, pleaded guilty to conspiracy to rob and possession of an imitation firearm.
Speaking about the ordeal, Amir told The Sun on Sunday: “In that moment, you think the worst - that the kids could be growing up without their dad, that Faryal would be raising them on her own."
“Your life flashes before your eyes. I leant my head to the right because I thought, if he is going to shoot me, he can shoot the side of my head.
"I don’t want to see the bullet coming.”
His wife ran into the road and screamed for help during the attack and said: “I thought we were going to die on the spot.”
The robbers fled in their car seconds after grabbing the timepiece.