The actor told the Daily Record that although Casey gave him "grey hair" when he directed him in Gone Baby Gone, the siblings only ever help each other.
He explained: "I don't even know what we would compete over. I've seen a bunch of versions of his movies and he's seen mine and we help each other. I mean, if you are working against your brother, you are really in trouble.
"My brother did give me grey hair directing him in Gone Baby Gone, which does make me feel a little bit more old. That makes me want to shave his head."
The 38-year-old added that he, Casey and best friend Matt Damon all want each other to "succeed".
Ben added: "I can honestly tell you that with me, Matt and Casey, we are all rooting for one another. We are all looking for one another to succeed. It's hard enough as it is."