The America-based actors are paying their first visit to Wrexham since taking 100 per cent ownership of the National League club in February.
Reynolds and McElhenney saw Wrexham lose 3-2 at Maidenhead on Tuesday just hours after flying into the UK and will watch their first home game at the Racecourse against Torquay on Saturday.
Under dark rainy skies on Thursday, the pair met the media for the first time in the club’s main grandstand.
Reynolds and McElhenney outlined their determination for Wrexham – formed in 1864 and the third oldest professional football club in the world – to join the elite of English football.
Deadpool star Reynolds said: “We’ve been surprised how emotionally invested my friends and family are in this. It’s something incredibly contagious.
“It’s been tough as it’s been a year plus (since making their bid to buy Wrexham in September 2020) watching from afar and following on social media.
“I don’t profess to be a football expert, but I see the beauty of the fan and I see it through others.
“We’d be lying if the dream wasn’t the Premier League. We want to get back in the Football League and continue our way upwards.”
Wrexham, with new manager Phil Parkinson at the helm, have made a mediocre start to the season following substantial summer investment.
The Red Dragons are 11th in the National League after only four wins from their first 11 games.
“Why not dream big?” said McElhenney, the creator and star of American TV comedy series It’s Always Sunny In Philadelphia.
“Promotion and relegation, they are big stakes. That was the key to it all. It’s not something we’re used to back home.
“The club has been in this league for 13 years and some things are going to have to change.
“Some great people have kept the club alive in this time, but we are going to make some adjustments to meet the changes needed.”
The pair, who are taking centre stage in a new access-all-areas documentary about the club, insist they are at Wrexham for the long haul.
Both laughed when asked about the wet weather that has greeted them in north Wales.
Reynolds joked he was used to it “coming from Vancouver” while Philadelphia-born McElhenney said it “felt like home”.
“We wanted to buy a club that had a history and a connection to the community,” said McElhenney, who admitted he had fulfilled a boyhood dream by stepping on the pitch of the club he owned and taking part in a penalty shoot-out with the Wrexham players.
“When we looked at clubs the list got smaller and smaller and nothing came close to Wrexham.
“The ground feels like a cathedral and full of the spirit of people who have been before.
“This club has been here 160 years when none of us were alive and it will be here in another 160 years.”
On the penalty shoot-out, Reynolds said: “Rob got one. I wore ice skates which was a stupid move off the bat.
“I’ve loved every second of being here. I loved watching the club (at Maidenhead) and it’s going to be rocking here on Saturday.
“We want to feel that thunder, I think it’s going to be pretty special.
“We feel the sky’s the limit and the perfect ending for this season is promotion.”
Asked which celebrity pal he would like to bring to Wrexham, Reynolds chose actor and comedian Will Ferrell, but he insisted it was the club’s legacy that is important to him.
Reynolds said: “We want to set up a structure… unless there is a meteor and then we are f*****.
“The documentary provides context for the entire community.
“We have a goal for the end of this club as well as this season and hopefully it’s a story to be told for years to come.
“The trick is to take our time a little bit. This is the first of many trips we will be taking to Wales.”