The pair fell in love playing a couple on hit British sitcom Shameless in 2004, but they have since refused to share the screen in a bid to avoid becoming fodder for the tabloids.
The actors compromised on upcoming film The Last Station because they shot their scenes separately, but McAvoy admits they will never play leading roles in the same project.
He says, "We've been offered a hell of a lot of parts playing opposite each other in films and TV and we just turn them down. If you do work together you put yourself up, you make yourself a target and you make your relationship a target and all of that. We're very keen not to do that. But in The Last Station we don't play opposite each other hardly at all.
"It was nice to spend those two months together rather than spending those two months apart, while she's off somewhere doing God knows what and I'm off doing God knows what. So it was fine. It was quite easy with this one."