The former Beatle is wrapping up the North America leg of his "Out There" tour in Saskatchewan's capital before resuming shows in Japan in November.
McCartney, who is 71, says he enjoyed the exercise, adding that Regina is a beautiful city.
He says most of the time he's rushing in and out of places, but when he has a little spare time it's nice to "grab a couple of mates and have a ride around the lake."
McCartney says he was pleased to spot a few people wearing his tour T-shirts, and just as nice that a few of them spotted him.
Asked how he feels about younger generations enjoying his music, he said it's great to see young faces in the crowd but sometimes it's slightly embarrassing for him.
"I've got kids older than these kids and some of the girls are really good looking," he joked. "I'm not allowed to look at them the way I used to look at them."
He said the songs he's chosen for his three-hour show bring him back to performing in his younger days.
"Every time I play them, I get to re-examine them," he said."I get to look at them from my point of view now and I'm really looking at a kid in his twenties writing this stuff."