The British comic star – who is a former heroin addict and alcoholic - was very nervous about being introduced to the pop star's pastor father and mother Keith and Mary because of their strong Christian beliefs.
He said: "Have you seen a picture of him? He's got a shaved head and he's tense-looking.
"But if you're a proper Christian, it means that you've got to be a gentle, loving, compassionate soul.
"Obviously when I heard that my girlfriend had preacher parents, I thought, 'Well, this has got a huge scope for disaster,' but it's actually been quite good so far."
Despite his initial fears, the 'Forgetting Sarah Marshall' actor hit it off with the couple when they met at an Austrian ski resort earlier this month after impressing them with his British charm and intellect.
He explained: "I'm doing well, you know, because I'm committed to it and they're lovely, lovely people, it's been nice.
"They love the old school Englishness. There's a thing where the mum said, 'Nothing's impossible,' and I went, 'Well, of course, Nelson Mandela said that everything is impossible until it's done.' She really enjoyed that."
One side-effect of his romantic happiness is that 34-year-old Russell has got more boring since he began dating Katy, 25, in September.
He told Absolute Radio DJ Christian O'Connell: "She's amazing. I'm having a right laugh, she's a good person to spend time with and it's changed me, it's made me stop doing stuff that I probably shouldn't have been doing.
"I didn't drink or take drugs, my main hobby was meeting girls and chatting them up. Once you stop doing that, everything's a lot more relaxing if you're not, everywhere you go, thinking, 'Right, shall I chat to her?'
"Now I'm just talking to people, I do a bit of yoga, meditate, look out the window, think about the cat, you know, it's a more chilled out pace of life."