"I am still a mad GAA fan and I try to watch it no matter where in the world I am. If I had a choice of any sport to watch, it would be GAA. I just love its passion," he insisted.
The star has also revealed how he has received sectarian abuse from children while playing in Scotland.
The Celtic-supporting Dubliner says he enjoys banter with Rangers fans, most of them are good-humoured.
"The Rangers fans are not very fond of me even though with 99pc of them it's just a bit of banter," he said.
"I have had a few incidents in Scotland. The nastiest moments have been with the kids. They would often ask me for an autograph and then they would tear it up in front of me and call me a Fenian so and so.
"That's just the way things are but you just get on with it," he said.
The 45-year-old father of three said he often wears the colours of the Scottish club and has good-humoured exchanges with Open Champion Darren Clarke -- a Rangers fan.
McGinley revealed although he has made a great living out of playing golf, he rarely watches it.
"I don't enjoy watching golf, in fact I don't watch a lot of it. I get bored watching it," he said in an interview with Shaun Doherty on Donegal's Highland Radio yesterday.
He admitted that he tried hard to avoid getting caught up in a 'celebrity lifestyle' surrounding the sport though he recently played golf with three monarchs -- the kings of Ghana, Malaysia and Morocco.
McGinley, who now lives in London, says he loves coming home to Ireland to help him bring himself and his family back down to earth.
"You do expect a lot but that's not a good trait. It's great to come home to Ireland and even to come back here to Donegal where my mother and father are from," he said.