The couple, who went public with their relationship in December last year, are already planning for the future, reported New York Daily News.
"He supports me in every way. He supports me creatively. He really believed in the movie... And not just because he likes me, though I know that helps," she said.
Cox, 49, debuted the film, her first time as a director, at the Tribeca Film Festival last week. McDaid's band wrote three songs for the film.
"We get to kiss between takes. Courteney is the most completely confident person I've ever met - at everything," he said.
