Speaking to the media in the US, he said phone hacking was "a horrendous violation of privacy".
His ex-wife Heather Mills had alleged that her phone was hacked to access McCartney's messages while she was in India at the behest of the Trinity Mirror newspaper group.
McCartney told journalists in Ohio: "When I go back [to Britain] after this tour, I am going to talk to the police because apparently I have been hacked. I don't know much about it because they won't tell anyone except the person themselves. So I will be talking to them about that".
He said: "I do think it's horrendous violation of privacy. I do think it has been going on for a long time and I do think more people than we know knew about it. But I think I should just listen and hear what the facts are before I comment."
The phone-hacking row has widened beyond Rupert Murdoch's titles with Heather Mills's revelation on a BBC programme on Wednesday night.
At the time her phone was hacked in 2001, McCartney was Mills' boy-friend and the two married in 2002. They divorced in 2008.
The Mirror Group is part of Trinity Mirror, which publishes over 260 titles including the Daily and Sunday Mirror, Daily Record and People.
Mills told the BBC that a senior Mirror Group journalist admitted hacking voicemails left for her by McCartney.
She said that after McCartney left the voicemail in 2001, the journalist rang her quoting parts of the recording.
Mills said that in early 2001 she had had a row with McCartney, who later left a conciliatory message on her voicemail while she was away in India.
Later, a senior Mirror Group journalist rang her and "started quoting verbatim the messages from my machine".
Mills said she challenged the journalist saying: "You've obviously hacked my phone and if you do anything with this story... I'll go to the police."
She said the person responded: "OK, OK, yeah we did hear it on your voice messages, I won't run it."
Trinity Mirror responded to the allegation by saying: "Our position is clear. All our journalists work within the criminal law and the PCC [Press Complaints Commission] code of conduct."
According to the BBC, many other prominent people, including footballer Rio Ferdinand and TV presenter Ulrika Jonsson, also believe they were hacked by the Mirror group.