The podcast — its working title is “Let Yang Speak” — will be part of that effort, he added.

Mr. Yang said he hoped his organization would grow quickly with help from grass-roots donors and celebrities who endorsed Mr. Yang, such as the comedians Dave Chappelle and Ken Jeong. He said the organization’s small team primarily consisted of former campaign staff members.

Addressing voters in New Hampshire the night he exited the Democratic primary last month, Mr. Yang promised, “we’ll be back soon,” and Thursday’s announcement provides clarity about some of Mr. Yang’s post-campaign plans.

In the weeks since he dropped out, Mr. Yang joined CNN as a political commentator amid speculation about whether he would run for mayor of New York in 2021. Earlier this week, The New York Times reported that advisers to Michael R. Bloomberg, the former mayor of New York, had reached out to Mr. Yang after he withdrew from the presidential race to offer counsel about a possible mayoral campaign.

In the interview Wednesday, Mr. Yang said he was focused on getting Humanity Forward off the ground, but reiterated that he would not rule out a mayoral run.

“I’m just about solving problems,” he said. “I would want to see who else is running and what the world looks like. I just want to put myself in the position to have the greatest possible impact.”

“Certainly the mayor of New York City can do a lot of good,” he added. “So that is something that I have to take a long look at.”

As to whether he would endorse a candidate in the Democratic primary, he said that if a candidate were to come out in favor of universal basic income, it would sway his thinking considerably.