The British actor was recently romantically linked with his Shame co-star, but neither party had confirmed or denied the relationship.
The 34-year-old starred opposite Beharie in the Steve McQueen-directed film about a sex addict living in New York City. Beharie played a love interest for Fassbender's character.
Fassbender explained that the relationship is "difficult" because they live on different sides of the Atlantic.
"I'm seeing Nicole. We're trying to see each other as often as possible," he told GQ.
''That's kind of difficult when she lives [in New York] and I live in England.''
He added that they only began dating once shooting on Shame had come to an end.
"Nothing happened while we were filming. We started talking more on the promotion thing. So, yeah, it just sort of unfolded like that," he recalled.
Michael Fassbender will next be seen in Ridley Scott's Prometheus. He recently stated that he hopes the film will stand up against Alien.
Watch the trailer for Shame below: