On Tuesday night, the star said that he originally did the pre-interview in character and “I realized that it was just a little silly, so I called them back and I said, ‘Listen, this is what I’m doing. I’m coming out here and I’m doing this whole thing.’”

Joaquin Phoenix memorably appeared on 'The Late Show' to speak with David Letterman in 2009 while in character for a 2010 mockumentary he and Casey Affleck made