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The 30-year-old actor - who is currently in London starring in West End play 'Rain Man' - couldn't bear to reside in the Californian city because there is only one subject of conversation.
He said: "I like living in New York because I have a bit more privacy and when I have time off I don't want to talk about the movie industry all the time. In New York, I hang out with musicians, artists and singers - a more varied group of people."
Josh also revealed he is starting to find starring in the same play night after night slightly "repetitive".
He added: "I like to try and make it a different show every night I do it. It's very intense, but it's only for a short period of time and then I am going back to make movies again."
Josh also revealed he is finding it difficult starring in a theatre production because of the added pressure of performing in front of a live audience.
He said: "It's just a completely different experience to film because with film you do your take and then you don't get to do it ever again."