The 31-year-old Kenyan-born rider's revelation comes in the wake of hacked medical records showing his former Sky team-mate Bradley Wiggins had been granted TUEs to take the banned anti-inflammatory drug triamcinolone before the 2011 and 2012 Tours de France and the 2013 Giro d'Italia.
Froome, who did take TUEs twice previously to treat asthma prior to the key Tour de France lead-up, the 2013 Criterium Dauphine and the 2014 Tour de Romandie both of which he won, said he decided against accepting the TUE on the 2015 Tour de France as it didn't sit well with him.
"I didn't feel having a TUE in the last week of the Tour was something I was prepared to do," he told the BBC. "It did not sit well morally with me."
Froome, who is eyeing a rare Grand Tour double this year (the Tour de France and the Vuelta) having failed in his attempt last season, said the World Anti-Doping Agency (WADA) could end the debate about TUE's by making the rules surrounding them clearer.
"The fact that we're having that debate about authenticity means there's a problem with the system," said Froome.
"I think WADA need to tighten their regulations around TUEs, so they're not something that we question, their legitimacy.
"It's not good for sport in general.
"The fact that we're discussing the validity of results, that brings it back to the authorities, it is something they need to tighten up on so that there aren't questions being asked anymore."