The Scottish actor attended the Toronto International Film Festival for the world premiere of American Pastoral, an adaptation of Philip Roth’s Pulitzer Prize-winning novel.
McGregor, 45, is the director and star of the film, which also features Oscar-winning actress Jennifer Connelly and former child star Dakota Fanning.
He plays a father whose seemingly perfect life is torn apart when his teenage daughter goes into hiding after she is accused of an act of political terrorism in 1960s America.
Speaking on the red carpet, McGregor said the movie had tugged at his “heart strings” because of the focus on a father-daughter relationship.
“It was a life-changing experience,” the father-of-four said. “I felt like absolutely when we were making the film, I realised my life was different because of it.
“We’d be on set, we’d rehearse scenes... it was quite freeing in a way. It was quite weird, we just didn’t have a director there.
“It was an amazing novel and there was something that caught me by the heart strings about the father and the daughter.”
McGregor has previously said he related to Roth’s novel because it made him think about his eldest daughter Clara leaving home.
He told Deadline: “She’s 20 now and at college in New York City, and she’s left the home. She’s still totally a part of our lives, but she’s not living under our roof on a daily basis.
“I can see the loss that has happened, the adjustment’s been made by me as her father, and that also, in an extraordinary way, that is what Roth is talking about.
“It is that feeling of loss, that the sand is slipping through your fingers, and things will never be the same again.”
American Pastoral is released in UK cinemas on November 4.