Sean Penn on Madonna: 'I Love My First Wife Very Much'

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Madonna looks on on during a press conference for the Bridgestone Super Bowl XLVI halftime show at the Super Bowl XLVI Media Center in the J.W. Marriott Indianapolis on Feb. 2, 2012 in Indianapolis, Indiana.  

It’s been nearly 30 years since Sean Penn split from Madonna, but he still has a special place in his heart for her.

On a recent episode of The Late Show with Stephen Colbert, the actor took part in a game called “Sean Penn-y For Your Thoughts” in which he disclosed random information about himself such as his go to karaoke song, The Weather Girls’ “It’s Raining Men.”

The final question asked Penn to pick between Madonna and Britney Spears, the reigning Queen and Princess of Pop. After a chuckle, the actor replied, “I love my first wife very much. You don’t compare those things!”

“People compare them all the time,” Colbert noted before asking if he would choose Madonna, to which Penn replied, “Sure.” The couple was married for four years and starred together in Shanghai Surprise before their divorce in 1989. Watch the talk show clip below.