The actor, whose roles include the X-Men films and hit TV drama Shameless, grew up in the Scottish city and had been looking forward to performing his latest stage show, Cyrano de Bergerac, there.
He told GQ Magazine: “The cast were amazing, it was brilliant. But I was really saddened, to be honest with you, because most of the women of colour in the cast got racially abused pretty much on a daily basis when we were there.
“I was just really saddened. I was absolutely shocked and dismayed and to use a Scottish word, scunnered.
“We were delighted to get to Brooklyn and leave Glasgow. It was horrible.”
McAvoy, who now lives in London, said he worried about talking about what happened and how it would be received in Scotland.
He said: “The narrative that Scottish people and the Scottish media want to hear when one of us has gone away and done all right, they like you to be back at home and go ‘It’s rare. It’s fantastic. I’m chuffed to be here and there’s no crowd like a Scottish crowd’.
“But I was going on stage every night going, I don’t want us to be here. I brought this cast here and I don’t want to be here.”
The show enjoyed a hugely succesful run in the West End before moving on to Glasgow and New York.