Allen is currently wrapping up work on his first-ever movie to be filmed in Spain, "Vicky Cristina Barcelona", which stars his current muse, Scarlett Johansson, along with Penelope Cruz and Javier Bardem and is set in Barcelona.
It is Allen's fourth straight film to be shot in Europe. He filmed his last three features -- "Match Point", "Scoop" and the soon to be released "Cassandra's Dream" -- in London.
"I film in Europe because my films get financing here," he told the radio station.
Barcelona city hall and the government of Spain's affluent northeastern region of Catalonia both provided funding for Allen's latest film, a move criticised by some local residents who said aid should go to home-grown works.