Speaking to Stephen Nolan on BBC Radio Ulster, Blair said the celebrations of Baroness Thatcher's death were in poor taste.
He added: "Even if you disagree with someone very strongly, you can still particularly at the moment of their passing, you should show some respect.”
When asked if he was worried that there would be similar celebrations when he dies, Blair said: "When you decide, you divide. I think she would be pretty philosophical about it and I hope I will be too."
Blair's comments came after hundreds of cheering people held parties to "celebrate" the death of Baroness Thatcher.
A crowd of two or three hundred people assembled in Glasgow's George Square where in 1989 protests to the introduction of Thatcher's poll tax took place.
Some wore party hats and launched streamers into the air while a bottle of champagne was opened with a toast to the demise of Baroness Thatcher.
Members of various organisations including the Anti-Bedroom Tax Federation, the Communist Party, the Socialist Party, the Socialist Working Party, the International Socialist Group, were joined by members of the public to mark the occasion.
Anti-capitalist campaigners shouted from loudspeakers, "Maggie, Maggie, Maggie" as the crowd replied "dead, dead, dead".
Six police officers were injured when a scuffle broke out at a party in Bristol celebrating the death of Margaret Thatcher.
Police were called to Chelsea Road in the Easton area of the city during the early hours of today where 200 people had gathered.
One officer remains in hospital and one person was arrested for violent disorder.
Chief Inspector Mark Jackson, of Avon and Somerset Police, said: "We were called to Chelsea Road, Easton at around 12.30am today.
"Around 200 people had gathered to have a street party and refused police requests to peacefully disperse.
"Bottles and cans were thrown at officers, six of whom suffered injuries. One remains in hospital.
"A police vehicle was damaged and one person was arrested for violent disorder.
"Some small bin fires were also started and the fire service also attended."
The advertisement for the street party read: "Let's see the evil Tory off in style. May she never ever RIP."
Details of the event were posted on the Bristol Indymedia website, which lists "10 reasons to hate Thatcher", including her anti-trade union policies, employment policies, politics of individualism and approach to the Falklands.
Other parties were held across the UK to "celebrate" the death of the former prime minister, including Glasgow and Brixton in London.
A crowd of 300 people assembled in Glasgow's George Square, where in 1989 protests at the introduction of the infamous poll tax took place.
Some wore party hats and launched streamers into the air, while a bottle of champagne was opened with a toast to the demise of Baroness Thatcher.
In Brixton - the scene of fierce riots in 1981 - around 150 people gathered.
Some scaled the nearby Ritzy Cinema to rearrange the lettering advertising films to read "Margaret Thatchers dead".
In the south London borough some people carried banners, with one saying "Rejoice, Thatcher is dead."
They also opened champagne and cheered, shouting: "Maggie, Maggie, Maggie, dead, dead, dead."
One shouted: "Free milk for all."
During the "party", a green smoke bomb was held in the air by one member of the crowd and a firework was set off but the event was peaceful and no arrests were made, according to police.
Martin McGuinness has also called on people not to celebrate the former Conservative prime minister's death.
Street parties were held in republican parts of Londonderry and West Belfast following her death yesterday.
Mr McGuinness, Sinn Fein's Deputy First Minister at the Northern Ireland Assembly, tweeted: "Resist celebrating the death of Margaret Thatcher. She was not a peacemaker but it is a mistake to allow her death to poison our minds."
Unionists like DUP First Minister Peter Robinson have praised her commitment to the Union but Sinn Fein president Gerry Adams accused her of pursuing "draconian, militaristic" policies which prolonged the conflict.
Her uncompromising stance over the hunger strikes in the Maze/Long Kesh prison in 1981 defined her as a republican hate figure. She refused to back down on her policy of criminalisation of IRA inmates. A total of 10 prisoners starved themselves to death in an attempt to secure prisoner of war-type privileges.
Baroness Thatcher also took a steadfast approach against any wider settlement with the IRA as violence regularly afflicted Northern Ireland.
An IRA bomb in 1984 exploded at the Conservative Party conference in Brighton, killing four delegates and seriously injuring many others in an attempt to assassinate the premier.
DUP MLA Jonathan Bell said celebrations in Londonderry and on the Falls Road in Belfast were disappointing and inappropriate.
"The response from Sinn Fein and republicans to the death of our former prime minister Margaret Thatcher, whom the IRA sought to murder, was both disappointing and disgusting," he added.
"While many will differ on policy, such is the nature of the democratic process, all right thinking people will regard the carnival celebrations following Baroness Thatcher's death deeply inappropriate.
"At a time of bereavement there should be human compassion for those in mourning."
The Union flag is to be flown at half-mast from Belfast City Hall for the funeral, a DUP councillor confirmed.
Hoisting the emblem is restricted to designated days following a vote at Belfast City Council last year which sparked weeks of violent protest.
William Humphrey said: "Whilst views of her premiership will continue to be debated there is no doubt that the vast majority of our citizens would wish that due recognition and respect should be paid to mark her passing.
"I welcome that City Hall will take its place among other Government buildings in flying the flag at half mast for the funeral of this prominent former prime minister.
"I regret that I must express disgust that some people have chosen to take part in obscene public scenes of celebration at the passing of Lady Thatcher.
"This is entirely inappropriate, displays a lack of Christian grace and is disrespectful as her family are grieving for their loss.
Hundreds of ex-miners will have a "hell of a time" at a party with bands and comedians as Baroness Thatcher's funeral takes place, an official said today.
Durham Miners' Association (DMA) general secretary David Hopper said that at a meeting in the last days of the North East coal industry, a unanimous agreement was made to hold a celebration when she died.
It will take place on Wednesday at the Easington Colliery Club in County Durham, subject to the approval of its committee.
Mr Hopper said: "It's the end of an era for the person who destroyed our coal mines.
"We are recognising that the perpetrator of all this evil has gone and thankfully she will not be coming back.
"At the meeting we agreed that at Thatcher's demise, if we were still around, we would put on an alternative event.
"We will have a hell of a time, we will have comedians on and bands and we are going to enjoy ourselves.
"There will be a lot of men wanting to have a drink and celebrate.
"The proof will be in the pudding, but the club is big and there will be 5-600 miners in there with room for more in an overflow."
The pit in Easington Colliery, which was the setting for the film Billy Elliott, closed in 1993, with the loss of 1,400 jobs and it is one of the most deprived parts of the country.
Mr Hopper said: "When you walk down the main street you would think you are in Beirut, it's an absolute state."
Alan Cummings, chairman of the DMA and a stalwart of the 1984 miners' strike, said of Baroness Thatcher: "I couldn't stand her.
"She had a very patronising manner and I could have put my foot through the television whenever I saw her on there.
"We opposed and hated everything she did. She has wrecked thousands and thousands of lives so, no, it's not in poor taste.
"We can understand why people are happy and rejoicing that she has gone because they remember these communities have never recovered."
A separate event on Tuesday evening for women who supported the striking miners has also been planned.
Baroness Thatcher's death could propel The Wizard Of Oz track Ding Dong The Witch Is Dead into the top 40 of the singles chart.
The late former Prime Minister divided opinion and while many have mourned, some have seen her death as a cause for celebration prompting a download surge for the track.
In the space of less than 12 hours Judy Garland's version had made it to number 54 according to the latest sales figures collated for the Official Charts Company. It is expected to climb higher as a result of a Facebook campaign being set up to encourage sales.
There has been some speculation that it may be too short to qualify at just 51 seconds, but chart bosses say it is eligible. In 2007 the track The Ladies Bras by Wisbey made the chart despite lasting just 36 seconds.
Garland's version is not the only one to be selling. A performance by Ella Fitzgerald is at 146 and one by the Munchkins is at 183. If sales of the three versions had been combined it would be selling strongly enough to be at number 40.
The Official Charts Company will release its midweek sales tomorrow to give an indication of whether it is continuing to sell and the top 40 itself will be announced on Sunday.
Garland's version is also at number 16 in the iTunes chart today.
The death has also led to a burst of sales for Elvis Costello's track about Baroness Thatcher - Tramp The Dirt Down - although to a more modest degree.
The song, from his 1989 album Spike, was at number 79 in the iTunes chart this afternoon.
Respect MP George Galloway referred to the track in a message on Twitter in the wake of her death.
Meanwhile, an Irish cricketer has apologised after tweeting that he hoped Margaret Thatcher's death had been "slow and painful".
All-rounder John Mooney, who scored the winning runs in Ireland's historic win over England at the 2011 Cricket World Cup, has deleted the message.
Today he used his Twitter account to apologise, saying: "I would like to apologise to anyone that I upset with my tweets yesterday regarding the death of MargaretThatcher.
"I realise now that they were offensive to many and have deleted them. I'd like to assure my family, friends, employers and... team mates that I have learned a very valuable lesson and in future will stick to focusing on my game!"
Cricket Ireland said Mooney had been instructed to delete the message by chief executive Warren Deutrom.
He described the comments as "crass, insensitive and offensive".
In a statement the organisation said it wanted to distance itself from Mooney's comments.
"Cricket Ireland have asked the player to remove the comments which have caused offence, and will consider appropriate disciplinary action in due course," it said.
Mooney made his first class debut for Ireland in 2004 and went on to play his first one day international in 2006 before the historic win over England at the World Cup in India.
"I call for an end to such scenes and for clear condemnation of such actions from across the political spectrum."