The Last King of Scotland star portrays Professor Charles Xavier in the prequel, while Fassbender plays mutant superhero Magneto alongside a cast which includes Jennifer Lawrence, Nicholas Hoult, Kevin Bacon and January Jones.
But McAvoy and Fassbender admit they were "worried" about how the movie would come together on the big screen, because comic book adaptations are usually either big hits or big misses.
McAvoy tells WENN, "I phoned Michael within a half hour (of seeing it) saying, 'Dude, you've got to see this movie really quick because you're gonna be relieved. You're gonna be able to go to the toilet again properly.'
"We were worried man because sometimes these things are a nightmare to make and it's well documented so there's no point in hiding out but it turned out really good. I think we always thought it could either be really different and really brilliant or really bad and really different."
And their co-star Bacon, who plays Sebastian Shaw, a mutant with kinetic energy powers, was equally blown away by director Matthew Vaughn's finished work.
He says, "I was completely knocked out and many people who I contacted said, 'I don't think I've ever heard you react to one of your movies like that.' It was also super cool for me because there's so much that I'm not in that I wasn't really seeing it being shot. I didn't see all the sets so a lot of the stuff I was seeing for the first time and the effects are jaw dropping. I had no idea what my own power was gonna look like so I was thrilled."