Last Days in the Desert premiered at the American Sundance Film Festival earlier this week, and depicts Jesus fasting in the desert for forty days whilst being tempted by the devil.
The film's written and directed by Colombian filmmaker Rodrigo Garcia.
Ewan McGregor said: "I was blown away by the script when I read it.
"It's a very beautiful piece of writing. It's a very short script, so it's a very spare script, sort of poetic.
"I was in very good hands with Rodrigo Garcia, in terms of playing the roles. I was with a very wonderful director, and somebody who I like and admire."
Mr McGregor is a Scottish actor famous for playing Mark Renton in Trainspotting, Obi Wan Kenobi in the Star Wars trilogy, and the poet Christian in Moulin Rouge.
Last month, it was announced a new feature film about Jesus' mother Mary, called Mary, Mother of Christ, was due to hit British cinemas by Easter 2015.