(CNN) Outgoing Arizona Sen. Jeff Flake says the Republican Party is in a "bad place," and that President Trump does not behave in the way that "a conservative should act."

In an interview on David Axelrod's show, "The Axe Files," airing on CNN Saturday at 7 p.m. ET, Flake blasted the direction the Republican Party was heading.

"We've stopped being the party of limited government, economic freedom, individual responsibility ... and kind of drifted off to fight the culture wars," said Flake, who announced late last year that he would not run for re-election.

"That's when you always know you're in a bad place. When you stop talking, as a Republican, about limited government or limiting spending and you start talking about flag burning or other cultural issues or immigration to try to make up for not being conservative fiscally. You have to emphasize other issues," he said.

Flake, a frequent critic of Trump, said that though he had voted with the President in terms of policy, he ultimately didn't believe Trump was even a conservative.

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