Mr Nuttall, who represents the North West in the European Parliament, is expected to mount a strong challenge in the Stoke-on-Trent Central Parliamentary by-election next week, which was triggered by the resignation of Labour's Tristram Hunt.
A post on Nuttall's website about attempts to block the publication of files concerning the Hillsborough Inquiry said: "Without them being made public we will never get to the bottom of that appalling tragedy when 96 Liverpool fans including close personal friends of mine lost their lives".
He told Liverpool's Radio City he was not responsible for statements on his website in 2011 and 2012 claiming this.
Nuttall at first denied having made the claim, but when presented with a copy of the web entry, he said, "I haven't lost a close, personal friend".
"I haven't lost a close personal friend, I lost someone who I know".
When confronted with the quote from his own website, Mr Nuttall said: "I'm sorry about that. I don't know who's written that".
It comes after The Guardian published an article casting doubt on whether he was present after a childhood friend and a teacher said they could not recall him ever mentioning he had been at the disaster. He added: "I want to make it perfectly clear".
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Presenter Dave Easton, who was at the stadium himself, found the post while preparing for his interview, bringing it up with the MEP during the live interview.
Nuttall is already facing questions about whether he was at Hillsborough on the day of the 1989 disaster. "I've got witnesses, people who will stand up in court and back me 100 per cent".
"It's cruel and it's nasty, and it's making out as if my family are lying as well which is not fair or right".
Hillsborough was the worst disaster in British sporting history and Nuttall has said he was at the stadium.
The paper also carried a quote from the Hillsborough Family Support Group questioning why he had not offered any support.
See a snapshot of the statement from Nuttall's website below.