His comments came after talks on a unity government with Palestinian Authority President Mahmoud Abbas.
Sanctions were imposed this year by Israel and Western countries, which see Hamas as a terrorist organisation.
"If we have to choose between the siege and myself, we must lift the siege and end the suffering," Mr Haniya said.
Mr Haniya said the discussions on forming a unity government were yielding results and that he hoped a new cabinet could be in place within three weeks.
Despite intense international pressure, Hamas has refused to recognise Israel, renounce violence and respect previous Israeli-Palestinian agreements.
Hamas and Fatah are also locked in a power struggle and the political differences between them remain deep.