A caller on Farage's show on LBC radio put this quote to him on September 3rd, 2016. Farage denied making the comment, suggesting that he had been predicting that members of the Conservative party would be irreconcilable to the result of the referendum. The show is available on YouTube (timestamped link) and a transcript of the exchange is below:
Simon: I also believe that you said, before the referendum, that if
the vote is close, like 52-48 on the Remain side, you wanted a second
referendum because it wasn't conclusive enough. Because it's gone in
your favour you've suddenly backtracked on that and you don't agree
Farage: Actually Simon, I said that there would be some within the
Conservative party who I knew would be irreconcilable to this result,
but frankly, when I hear the Scottish Nationalists talking about
another referendum on separating from the rest of the United Kingdom,
I think it all sounds a bit like sour grapes, and I would argue Simon,
I would argue, that there was indeed a certainty that what we voted
for in this referendum, we voted to take back control of our country.
Exactly how that looks, nobody can tell you right today, just as
nobody could tell you exactly what it would be like had we voted to
stay in. But I don't think anyone was confused, but I respect your
opinion if that's how you feel.