President Donald Trump's "America First" approach to foreign policy is not part of the solution when it comes to restoring international order, according to the former head of NATO.

"There is only the United States with the global reach to act as someone who could restore international law and order," Anders Fogh Rasmussen told CNBC's Silvia Amaro in Brussels Monday.

"However, of course right now it seems a bit difficult because the U.S. president has, so to speak, retreated. He has withdrawn from world affairs and that is why we see all that chaos right now. The world needs leadership and only Americans can provide that leadership," Rasmussen said.

The former secretary general of the military alliance, who also served as Denmark's prime minister for eight years through to 2009, has previously said the U.S. is the only country with the "material and moral greatness" to foster peace and prevent a slide into political chaos.

His comments come at a time of rising diplomatic tensions between Saudi Arabia and the West. The disappearance of a prominent journalist critical of Saudi Arabia's policies has triggered international outcry against the oil-rich kingdom — and rattled financial markets.