The 59-year-old actor - who came out publicly in 1998 - played the mutant Nightcrawler/Kurt Wagner in the blockbuster, which also starred the likes of Sirs PatrickStewart, 83, and Ian McKellen, 85, and was helmed by Bryan Singer, 58.
And the 'Spice World' actor loves how the flick educates people about "queerness" in an "artistic way".
He told Entertainment Weekly: "Oh, I think the X-Men film I'm in is the gayest film that I've ever done, and that's me saying that. It's got a queer director, lots of queer actors in it. I love the fact that something so mainstream and so in the comic book world is so queer. I think, in a way, those sorts of films really help people understand queerness, because you can address it in an artistic way, and everyone is less scared of the concept. It's an allegory about queerness, about people having these great gifts and really great, powerful things that they have to hide to exist. Queer people understand what that's all about".
Elsewhere, Alan revealed he still gets people coming up to him saying his famous catchphrase, "I'm invincible", from the 1995 Bond film 'GoldenEye'.
He said: "It's one of those films that people still freak out about. Maybe it has to do with the video game, which is iconic. People always ask me to say, 'I'm invincible' — still shout at me in the street and everything. It's great to have a catchphrase. But one of the things I always remember is there was a hair company sponsoring the film and they'd put this stuff in our hair to 'activate' it, and then 20 minutes later did something else to it. They'd literally come to your dressing room and say, 'Alan, could you come have your hair activated, please?' I just thought, 'Oh, that must be what they do in these big blockbuster films,' because it was my first big movie".
He also quipped that working with Pierce Brosnan, who played 007 in the film, made him realise what a "goofball" the 71-year-old star is.
Alan recalled: "A couple years later, I was visiting Pierce [Brosnan, who played James Bond in the movie,] and I saw he actually had some in his bathroom! We were laughing about it, and he went and got it and put it in his hair and then on his leg hair and chest hair and was running around saying, 'I'm activated! I'm activated!' It was so hilarious. I suppose that's what I think about most of that film: what a goofball Pierce is".