The Catholic politician, who's standing for the Brexit Party in the European elections, has been speaking after Nigel Farage was targeted in Newcastle.
He's the latest victim of similar protests which has seen other European election candidates targeted recently.
32-year-old Paul Crowther has been charged with common assault and criminal damage after throwing the drink at Mr Farage.
He's due before magistrates in North Tyneside in four weeks.
Addressing the issue, Ann Widdecombe said: "I haven't been milkshaked...yet.
"It really is an affront to democracy. This sort of thing goes on all the time - you just have to take it in your stride."
Mr Farage has spoken of his concern at the treatment of politicians.
He said: "I am concerned about the sheer level of hatred coming from those who think they're better than me.
"I just think we've reached a point where normal campaigning is becoming very difficult, and that in a democratic society cannot be a good thing."
He said what happened to him was "part of something bigger that's going on".
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