Tesla and Space X CEO Elon Musk should be allowed to just be himself, noted astrophysicist Neil deGrasse Tyson told CNBC on Wednesday.

Musk has come under scrutiny for his recent behavior, which includes his controversial tweet about taking Tesla private and appearing to smoke weed during a Sept. 6 podcast.

"I went to a highly, really selective college where people were really smart and really weird," said Tyson, who attended Harvard University.

"The weirdness became an element of their behavior that I just came to expect with people who had sort of singular abilities to think or to innovate or to project what a future would be," he told "Closing Bell."

Musk's idea to take Tesla private has since been abandoned. Meanwhile, the Air Force is looking into Musk's apparent use of pot, telling CNBC earlier this month it will need time to determine the facts and the appropriate process to handle the situation. SpaceX holds multiple military contracts.

The embattled CEO also had a bizarre interview in August with The New York Times where he talked about the "excruciating" past year.

SpaceX President and COO Gwynne Shotwell recently defended Musk, saying he is "as lucid and capable as he has ever been," Bloomberg reported.

"[He] is a brilliant man," Shotwell said, according to the report. "I wish people would not focus on triviality."

Tyson, director of the Hayden Planetarium at the Museum of Natural History in New York, said Musk needs to comply with the Securities and Exchange Commission since Tesla is a publicly traded company.

"He's got to obey. Otherwise there's consequences. Beyond that, let the man be an individual."

— CNBC's Michael Sheetz contributed to this report.