The former Office star said his parents are not used to seeing him in disturbing roles, reports accesshollywood.com.
"I brought the screener home for Christmas and my parents watched it for the first time at their home in Massachusetts. I got a call from my mom a couple of days later and she said, 'I can't stop thinking about it, it really got inside of me'," Steve said at the Palm Springs International Film Festival.
"My parents are 90, so it's really resonating with them. I think it creeped them out a little bit," he added.
The actor has already been nominated for Golden Globes and Screen Actors Guild Award for his performance, and he is looking forward to the upcoming awards season.
"I have to get dressed up and go to these things. It's pretty cool," he added. Foxcatcher also stars actors Channing Tatum and Mark Ruffalo.