McGregor -- who has four children with Mavrakis -- is featured in Men's Journal and the interviewer notes that he's "noticeably lighter" during their meeting.
"Lighter? Today? As opposed to then?" McGregor ponders. He then says of his disposition post-split, "I am better. I am happier. I think that’s true."
The Moulin Rouge star has not been shy about his feelings for both his co-star and his ex. At the 2018 Golden Globes, McGregor thanked Winstead and Mavrakis when he won Best Lead Actor in a Miniseries for his role on Fargo.
"There would have been no Ray without Mary Elizabeth Winstead, so thank you very much," he said before adding, "I want to take a moment to just say to Eve, who always stood by me for 22 years, and my four children, Clara, Esther, Jamyan and Anouk, I love you."
McGregor opened up to ET in April 2017 about "instantly" clicking with Winstead when they were shooting the FX series.
"We just felt it," he remarked of their chemistry on camera. "This cast is extraordinary with Mary Elizabeth Winstead, David Thewlis and Michael Stuhlbarg and Carrie Coon. We've got some brilliant actors."