“McKay says Mr Trump is "dispiriting and upsetting because he doesn't care about anything", but Cheney "levied a lot of damage; we invaded a country, we started torturing - there's some pretty major stuff, the world economy collapsed on his watch".
The film stars Christian Bale as Cheney and Amy Adams as his wife Lynne, and has already won a clutch of awards – including best actor for Bale at the Golden Globes.
However, it has certainly not been embraced by all, with reports Ivanka Trump and her husband Jared Kushner walked out of a screening.
This is something McKay seems to relish.
"I think a lot of the Republicans wanted to pretend that the Bush-Cheney years never happened, so some were very unhappy that this movie came out.
"As far as Ivanka and Jared walking out, that is the least surprising thing I've ever heard and I'm amazed they bought a ticket.
"I think they meant to buy a ticket for Mule and got Vice," he says, referencing the latest movie from Clint Eastwood, based on the true story of a Second World War veteran in his 80s who became a drug courier.
"They knew it was about some cranky old white guy and couldn't figure out which."
- Adam McKay, director of Vice, interviewed on Sky News, 18 January 2019.