"In Paris even if they don't like your film, they talk so well about it!" the the US director, behind such quirky gems as "Beetlejuice" or "Edward Scissorhands", joked at a press conference ahead of the show opening Wednesday.
"In London the press is just so horrible to me," said Burton, who lives in London with Helena Bonham-Carter and their two young children. "I didn't want my kids to hear what a terrible artist I was!"
Set up by New York's MoMa museum in 2009, the show entitled "Tim Burton" takes a journey through the director's inner world, via some 500 sketches dating back to his childhood, as well as photos, models, props and film clips.
After stops in Los Angeles, Melbourne and Toronto, the show opens Wednesday at the French Cinematheque, where it runs until August alongside a retrospective of his work.
"It's a real pleasure to come to a place where people really enjoy film – the art of it, as opposed to the business of Hollywood," said the director, who recalled chairing the Cannes film festival in 2010 as "an amazing experience".
"I have always felt welcome here," he said.
That said, Burton said he had found a happy home in London, after a childhood spent in the Los Angeles suburb of Burbank, home to Disney and Warner film studios, but which he describes as a deadening place to live.
"Growing up, I was made to feel like an alien – so when I actually became a foreigner, I felt more at home," he joked.
Plus, Burton said, "I like weather, and I like to walk. Walk in Hollywood and you'll get stopped by the police!"