The Bafta-winning Scottish star, whose new film Victor Frankenstein comes out this week, said he had “no problem with privilege”.
But he said art needed to be accessible to everybody, not just those at elite schools.
“If all actors are from one realm of society, it’s a bad thing, but it’s a symptom, not the problem,” he said in a magazine interview.
“It’s really important that art is accessible to everybody, not just the guys that go to Eton and Harrow ... because it’s what inspires you to not be constricted by your environmentally induced humility and fear of stepping out and trying to take advantage of social mobility.”
Tom Hiddleston, Harry Lloyd, Eddie Redmayne, Dominic West, Damian Lewis and Hugh Laurie all attended Eton, while Benedict Cumberbatch is an Old Harrovian.
The star’s comments came ahead of the publication of the Social Mobility and Child Poverty (SMCP) Commission’s annual report, which is expected to warn of a “deepening crisis of social division”.
He said: “I’ve got no problem with people having great privilege. I have a problem with a society that doesn’t allow people to move.
“I think art is one of the biggest things you can do ... to help inspire confidence in people so they can compete on that level with the guys that go to public school, where people get taught to be confident.
“Because they’re not necessarily more intelligent. They’re not necessarily better educated, but they are told to walk into a room and f****** own it and go, ‘Yeah. I’m the best, give me a job’. And so much of that can be given to you by art.”
McAvoy, who attended St Thomas Aquinas Secondary School in Glasgow, recently donated £125,000 to a bursary scheme at the Royal Conservatoire of Scotland, his former drama school.
He said two music teachers who made him perform were vital as a foundation for his subsequent career.
He said: “We should live in a society where there are no boundaries to somebody moving. Social mobility is the most important thing within a fair democracy, but I don’t think we live in a fair democracy.”
A survey last week from Goldsmiths University and the arts organisation Create found more than three quarters of people in creative industries were from middle-class backgrounds.
Earlier this year, Mr McAvoy said he was concerned arts would be concentrated in one part of society within ten years.
McAvoy, 36, met his wife, the actress Anne-Marie Duff, when they both starred in the Channel 4 series Shameless. His film credits include The Last King of Scotland, X-Men and Filth.