"In the past few weeks, I raised a number of concerns regarding corruption within the [EULEX] mission," British judge Malcolm Simmons told the newspaper.
EULEX, however, issued a statement later on Thursday saying that Simmons himself was "the subject of a series of independent investigations into serious allegations against him".
Those investigations are being conducted by a team in Brussels and are at different stages, EULEX said.
Simmons accused the mission of wanting "certain individuals removed from political or public life".
Albania, Croatia ask NATO to revise Kosovo peacekeeping plan
He referred specifically to Fatmir Limaj, a former commander of Kosovo's ethnic Albanian rebel forces, who heads a party that was until recently in opposition to President Hashim Thaci.
Simmons, president of the EULEX judges since 2014, said many of his colleagues were "decent and honest, with integrity" but faced "constant pressure".
"They don't fight the system, they just go along with it because they know that trying to do the right thing" would invariably lead to "trouble" for them, he told.
Both EULEX and EU spokeswoman Maja Kocijancic said the allegations made by Simmons were being investigated.
"Unfortunately, Mr Simmons has refused to date to cooperate with the investigation," Kocijancic said in an emailed statement.
She said the EU and EULEX had a "zero tolerance policy" towards allegations of inappropriate behaviour.
In October 2014, a British prosecutor at EULEX accused her colleagues of corruption, but Kosovo's special prosecution last year dismissed the allegations, according to local media.
EULEX, which employs about 800 people, was launched a few months after Kosovo unilaterally declared independence from Serbia in 2008.
The mission was set up to assist rule of law institutions in Kosovo and retains some executive powers. Its prosecutors and judges can take on cases deemed too sensitive for the local judiciary.
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