Allen's 41st feature - his first movie set in France since 1996's Everyone Says I Love You - premiered last week as the opening selection of the 64th annual Cannes Film Festival.
In an interview with The Hollywood Reporter, the award-winning filmmaker revealed that he believes Midnight in Paris is a love letter to France because the country's audiences have always supported his work.
"I hope they receive it with the spirit that I did it in," he said. "I certainly have an enormous amount of affection for Paris."
He continued: "The French have always supported me from my first film, [1969's] Take the Money and Run, on. Now that I finally got a chance to do a film in Paris, I hope that I can repay the overwhelming support and loyalty that they have shown me over the years."
Allen also claimed that it was a pleasure to work with French First Lady Carla Bruni, who has a cameo role in Midnight in Paris.
"She was no problem, she was very natural. The tabloids kept printing that I was doing a million takes with her, but I wasn't at all. I was doing the normal amount of takes," the director said. "I certainly don't do a million takes with anybody, and I was only doing a normal amount with her.
"Her husband [French President Nicolas Sarkozy] came to watch her work one night and thought she was just great, beautiful and a natural actress. All of the scenes that I wrote for her are in the picture and she did them well. It was a very pleasant experience doing the picture and very pleasant working with her."
Yesterday, it was reported that Bruni's father-in-law seemingly confirmed her pregnancy to a German newspaper.
Midnight in Paris will have a limited release in the US from May 20.
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Watch a trailer for Midnight in Paris below: