The Laundromat star recently sat down with SiriusXM’s Jess Cagle and Julia Cunningham on The Jess Cagle Show, where they asked him about a segment from Madonna's early '90s docufiction film, Madonna: Truth or Dare, in which the songstress and actress revealed her attraction to Banderas and her failed attempts to hook up with him.

The only thing is, Banderas not only had no idea she was attracted to him, he didn't know he was a part of her docu-drama at all.

"I was finishing The Mambo Kings here in Los Angeles, and she called me one morning. I thought someone was just making a joke at me," Banderas, 59, recalled. "Because I picked up my phone in my hotel room and it was Madonna. I couldn't believe it."

"She said, 'Listen, I want to show you this documentary that you are in,'" he continued. "And I said, 'What? What documentary? What are you talking about?'"

Banderas said that she was upfront about his segment in the film and even told him that if he was uncomfortable with being in the film she would remove his scenes if he wanted. Ultimately, he said he didn't mind.

At the time, Banderas was married to his first wife, Ana Leza, although they later split. Shortly after their divorce was finalized, Banderas went on to marry Melanie Griffith in 1996 -- the same year Banderas and Madonna co-starred in Evita.

Griffith -- who split from Banderas in 2015 -- claimed to Larry King in 2002 that Madonna had her banned from the Evita set, allegedly because she was still interested in him despite the fact that Griffith was pregnant with her and Banderas' daughter.

For Madonna's part, the songstress was asked by Howard Stern in 2015 about whether or not she'd hooked up with Banderas, to which she said, "I wished… I had a big crush on him [but] he was with Melanie Griffith. She never left his side."

ET spoke with Banderas in May, and the celebrated actor opened up about still being considered a sex symbol in Hollywood. "That feels great! Being close to 60, and the people call you a sex symbol?" Banderas exclaimed. "Ah, it's an achievement, baby!"