The British star has a leading role in the 3D children's adventure film, which premiered in London's West End.
Sir Ben, who won an Academy Award for his performance in 1982 movie Gandhi, said all Scorsese's films had "a great tenderness" and he cried during an earlier private screening of Hugo.
He said: "I was the only person in the cinema and after 90 seconds I was in tears at the sheer beauty of it.
"All Martin's films have a great tenderness, even when they're dealing with violence. People love each other, they die for each other, they're highly emotional."
The Prince of Wales and Duchess of Cornwall were among the audience for the film about a boy living in the walls of a railway station who is trying to solve the mystery his father was working on before he died - a strange automaton.
Charles and Camilla, who wore a silver sequin dress by British designer Bruce Oldfield, chatted to cast members including Harry Potter actor Richard Griffiths.
Asked about director Scorsese, Griffiths said: "He's a fabulous person, he's a dynamo of a guy."
He joked that Scorsese was very old and "should be in a wheelchair or nursing home" but instead he was "fizzing with ideas".
"He's exhausting to be around, his brain is going 19 to the dozen," he said.