Egocentric interaction perception is one of the essential branches in investigating human-environment interaction, which lays the basis for developing next-generation intelligent systems. However, existing egocentric interaction understanding methods cannot yield coherent textual and pixel-level responses simultaneously according to user queries, which lacks flexibility for varying downstream application requirements. To comprehend egocentric interactions exhaustively, this paper presents a novel task named Egocentric Interaction Reasoning and pixel Grounding (Ego-IRG). Taking an egocentric image with the query as input, Ego-IRG is the first task that aims to resolve the interactions through three crucial steps: analyzing, answering, and pixel grounding, which results in fluent textual and fine-grained pixel-level responses.Another challenge is that existing datasets cannot meet the conditions for the Ego-IRG task. To address this limitation, this paper creates the Ego-IRGBench dataset based on extensive manual efforts, which includes over 20k egocentric images with 1.6 million queries and corresponding multimodal responses about interactions. Moreover, we design a unified ANNEXE model to generate text- and pixel-level outputs utilizing multimodal large language models, which enables a comprehensive interpretation of egocentric interactions.The experiments on the Ego-IRGBench exhibit the effectiveness of our ANNEXE model compared with other works.