The actor was in top shape for his recent role in Trainspotting 2, but had to put on a load of weight for his part as one of two Midwestern brothers in Noah Hawley's upcoming FX anthology series.
He even enlisted the FX series's costume designer Devora Brown - aka his "Spanx technician" - to help him get them on and off.
"Spanx are no joke," McGregor told The LA Times. "I couldn't do it without Devora. I couldn't get that... thing over my head if she wasn't standing there.
"It's a two-person job. I will say, I rather like them. I had to fly to London or something to do press for Trainspotting and I was walking through the airport and there was an actual Spanx store.
"I had no idea they had actual shops! So I stopped someone and asked them to take a photograph of me outside the store. I think I'm going to try to do their next campaign ad. Maybe I can capitalise on this somehow."
McGregor recalled the show's creator telling him he had to put on weight for dual roles, continuing: "Noah [Hawley] just looked at me and said, 'Ewan, you're going to have to put on some weigh, mate. We're talking about two guys who live in the Midwest.
"I just couldn't believe the timing of it. It was like, I've been waiting my whole career for someone to say 'get fat.' But not now. Not while I've just become super fit.
"And then from October to January, I just ate and ate and ate whatever I wanted, whenever I wanted. I had a lot of burgers. A lot of burgers. And fries. I had fries with everything."
The star takes on property magnate Emmit Stussy and his less-endearing parole officer brother Ray in the third installment of the series set in 2010.
The impressive new cast also includes The Leftover's Carrie Coon as Police Chief Gloria Burgle, Elizabeth Winstead as Ray's girlfriend, David Thewlis as a loner, and Scoot McNairy as a stoner convict.
The series hasn't started, but McGregor doesn't want it to end yet, adding: "When I read the last episode last week, I was very depressed knowing there wasn't going to be an 11th.
"I'm having the time of my life [playing] these guys."