The 51-year-old actor, who played The Doctor in the 1996 TV movie, said that he would find the attention attached to the role these days "tricky", comparing himself to Ninth Doctor Christopher Eccleston.
Speaking about the adulation now afforded to fellow stage actor David Tennant following his lead role in Doctor Who, McGann told Official London Theatre: "He's fantastic of course and he's obviously got a great sense of humour about everything.
"Chris, I think, seemingly found it tricky. I think I probably would have been more like Chris. I like my privacy."
The star added that he was happy to "escape" the format, having not reprised his role when Russell T Davies brought the show back in 2005.
McGann was initially employed for a full Doctor Who series following the one-off film, but the idea was subsequently scrapped.
Watch a trailer for Paul McGann's Doctor Who - The Movie below: