After starring together in Avengers: Age of Ultron and Captain America: Civil War, the pair reunited for the intense crime thriller Wind River, and Renner said it was "awesome" to star alongside her once again.
"It's been a wonderful, wonderful experience with her," the 46-year-old star told ET at the premiere of Wind River in New York City on Wednesday.
While the Marvel heroes will be sharing the screen once again in the hotly anticipated Avengers: Infinity War, Renner said he's never too worried about not getting to hang out with Olsen, since they live in the same neighborhood.
"She's like my neighbor," Renner shared. "She lives around the corner from me, so I see her all the time."
As it turns out, Olsen isn't the only Marvel star who lives within walking distance of Renner's house. The star revealed that Captain America himself, Chris Evans, lives "right up the road," while Guardians of the Galaxy star Chris Pratt and his wife, Anna Faris, live "right there next to me."
"Our kids play," Renner said of his 4-year-old daughter, Ava, and Pratt's 4-year-old son, Jack. "They go to the same school… They have a good time together."
On Tuesday, Renner shared a sweet black-and-white snapshot of his little girl sitting on his lap and smiling with him, after a long day of promoting his new film.
"Dinner date to finish my night!! #daddydaughtertime," the proud dad captioned the cute pic of his daughter, whom he shares with ex-wife Sonni Pacheco.
"We're trying to do the same thing after this this [press] line," Renner said of his plans for a fun father-daughter night. "I think she's gonna fall asleep on me this time though."
In Wind River, Renner stars as Cory Lambert, a U.S. Fish and Wildlife Service agent who discovers the body of a murdered teenager in the frozen wilderness of the Wind River Indian Reservation in central Wyoming. Olsen stars as rookie FBI Agent Jane Banner, who is sent in to investigate, and relies on Lambert's help to navigate the treacherous terrain and the unfamiliar community of self-reliant locals.
Renner says he was drawn to the project because of "the story, the location that the story's told, and the world that the story's told within."
"The characters are fantastic, and I think it represents all of the people on the reservation with fortitude and strength," he shared.
He was also appreciative of getting to shoot in the open wilderness in the mountains around Park City, Utah, where the majority of production took place. "I got to be in the altitude and the snow and nature and that's just where I love to be so it wasn't even work," Renner said. "I was just sad when it ended."
Wind River opens in limited release in New York and Los Angeles on Friday.