Speaking to eNCA on Sunday morning, Molefe said he did not want to apportion blame about what could have occurred at the firm he led between April 2015 and November 2016.
In 2016, former president Jacob Zuma declared that there would be no more power cuts, following a visit to Eskom's headquarters.
'Then the lights went off'
During the interview, Molefe was asked what had gone wrong between that period and now, and he responded: "I don't know, because since we have said that three years have passed, and the lights didn't go off and then they went off."
"I don't know what is happening at Eskom because I am not at Eskom.... I am in the dark," he said.
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"I cannot say I appreciate what the problems are, but it means something must have gone wrong," he added.
Last week, Eskom announced that it would institute load shedding for the first time since December, blaming the problem on the failure of a number of generating units.
In December, Eskom blamed supply challenges on low coal stockpiles.
Related to the coal supply challenge was the controversial 2016 contract with formerly Gupta-owned Tegeta Exploration and Resources, which ran into operational challenges.
Supply constraints experienced by Tegeta were, back then, partly blamed for the current low coal stock piles at Eskom power stations, contributing, in turn, to load shedding.
Molefe, who resigned from Eskom after being named in the State of Capture report by former public protector Thuli Madonsela, stated that the contract was above board.
He added that he had not been asked to appear before the commission of inquiry into state capture headed by Justice Raymond Zondo.