Still it might seem a bit much for a former altar boy, who was raised a Catholic by his German-born father, Josef, and Irish mother, Adele. What did they think of it?
"Well, they are pretty cool. My dad was there at the Venice premiere. It was the first time I saw the film as well, which could have been a mistake," he chuckles. "My mother was going to come, funnily enough, but she couldn't make it in the end. That might have been a good thing. I told my dad there was going to be some pretty extreme stuff and to prepare himself. But he said, 'look, you are an artist and you have got to do your thing'.
"Actually I enjoyed being honest with myself while making the film and exploring those things that society has deemed to be shameful. I don't have the answers to a lot of the moral questions but at least it's important to pose them."
In David Cronenberg's forthcoming A Dangerous Method, Fassbender plays Carl Jung alongside Viggo Mortensen's Sigmund Freud. What would Jung have thought about Brandon?
"He would be interested by him, but maybe he would have sent him to Freud," Fassbender muses. "It depends on how you look at it really. In my own biography for Brandon I always had the idea that something happened in his history, but that would be an easy route for Freud to find, perhaps. Maybe he would take a look at the sort of society that Brandon inhabits, because Shame is very much a film of our time, about our access to excess. The way Steve puts it, we are living in an age where we are all communicating through technology in a way that we never have before. You can speak to people all over the world on your computer, without ever leaving your bedroom or your kitchen but you are still somehow disconnected. The film is, in many ways, about the disconnected world we live in."
LOWDOWN
Who: Michael Fassbender
What: Shame
When: Opens today
-TimeOut