The comedian told The Christian O'Connell Breakfast Show on Absolute Radio that he was always a big fan of The Muppets.
"Honestly, this is the first time when I've really gone 'I really can't believe my luck here'. I think people think I am blasé about doing all this stuff but this tops working with De Niro."
He added: "It is absolute magic and I have been a huge fan literally for 35 years.
"An early hero of mine, John Cleese, was on there and he acted himself and I thought that's great."
Gervais continued: "I think it must have influenced me doing stuff like Extras, where these huge icons came on and they were the butt of the joke with the locals.
"And I think that was the first time I'd really seen that done properly. I honestly watch A Muppet Christmas Carol at least twice a year.
"Honestly, it's already the greatest story ever told, A Christmas Carol, and the only way you could improve on Dickens is stick in some Muppets.
"I want to do it to every film I do now; Schindler's List 2, it doesn't matter I just want Muppets in every movie."
De Niro starred in the final episode of the second series of Gervais's Extras as himself.