The film is a sequel of her 2007 sleeper hit 2 Days in Paris, but her beau in that movie Adam Goldberg has been ditched in favour of family life with Chris Rock's Mingus and their two children.
Speaking to Digital Spy, Rock revealed that he admired Delpy's Paris character Marion because "she slept with everybody" and was still able to have successful relationships.
"In the movies, if you sleep with a bunch of people you're lonely," he said. "If you're a woman, you're like Samantha in Sex and the City.
"As I get older I think about the sl*tty women that I did date. And you know what, some of them probably did make good wives. Some of them are making guys really happy right now."
Discussing their favourite comedy films, both actors professed a love for Woody Allen and Annie Hall.
"I like comedies that work," Delpy commented. "Sometimes it's an indie comedy, sometimes it's a mainstream comedy. The Hangover worked, Bridesmaids is great."
The film features scenes of Rock's character speaking to a life-size cutout of Barack Obama. The actor, who admits to being "friendly" with the President, said that he hasn't watched the movie yet.
"Would it be very shocking to him?" Delpy said. "You usually know when the White House is watching one of your films. They tell you, 'By the way, the White House asked for a copy'. It's happened to me a few times."
2 Days in New York opens in UK cinemas today (May 18).