The black comedy screened at the Venice Film Festival and the audience liked it so much they clapped for almost quarter of an hour.
And the stars confessed it was a bit embarrassing.
Speaking on The Graham Norton Show, Gleeson, 67, said: "It was excruciating but it really was an appreciative thing from the heart, there was real love of the film in the room.
"The audiences wasn’t remotely embarrassed and they were having a great time so we had a great time with them.”
Farrell, 46, chimed in: "It was a long time and I’ve never experienced anything like it in 20 years of doing this racket.
"You stand there like a pillock as it was a bit embarrassing, but it was amazing.”
The Banshees Of Inisherin follows two lifelong friends whose close relationship is suddenly ended by one of them.
During their appearance on the BBC show they were asked if they had ever thought about going method, and not speaking to each other on the set.
Farrell joked: “Brendan goes very deep into the work and I was a bit worried because I love him so much.”
Gleeson shared that the actors did ponder whether it might have its advantages - but quickly decided against it.
He told host Norton: “We both said, ‘Do you think we should keep a distance between us?’
"We were looking at each other wondering if the other person needed it, but about a second and half later we both simultaneously went, ‘Nah!’”
The Graham Norton Show is on BBC One on Friday October 14 at 10.40pm. It is also available on BBC iPlayer.
Watch: Colin Farrell: Reading The Banshees Of Inisherin script funnier than doing it