No matter who wins the presidential election, the United States must continue to engage in global affairs, former NATO Secretary General Anders Fogh Rasmussen told CNBC on Wednesday.

Rasmussen said he is eager to hear Hillary Clinton and Donald Trump speak in Wednesday night's debate about "how they want to promote global trade and economic growth [and] how they will counter [Russian President Vladimir] Putin."

Most importantly, Rasmussen said he is looking for a candidate who will demonstrate true "American global leadership" in the face of increasingly tumultuous world affairs.

"I do believe that the best way to facilitate peaceful, political and diplomatic solutions is, now and then, to threaten to use your military force," he said on "Squawk Box."

The former secretary general added that economically, ditching significant global trade deals like the Trans-Pacific Partnership and the Transatlantic Trade and Investment Partnership in favor of protectionism is not the solution to maintaining the United States' internationally powerful position.

"Of course the United States shouldn't act alone as the world's policeman. You need someone to help you," he said.

"That's why, in my book, I suggest that the next president will convene all democratic leaders from the whole world to establish an alliance for freedom that can counter the still more aggressive autocrats like Mr. Putin," said Rasmussen, a former prime minister of Denmark.