Despite having previously been married to Madonna and Robin Wright, Oscar winner Sean Penn told Esquire UK that his future marriage to Charlize Theron would be his "first" -- find out why Credit: Steve Granitz/WireImage

Third time's a... first? Though married and divorced twice before, Sean Penn told Esquire UK in its March 2015 cover story that he'd consider his future marriage to fiancee Charlize Theron to be his first.

"I’ve had relationships that were not with famous people, or people aspiring to be famous," the two-time Oscar winner reflected of his 35-plus years in Hollywood. "And in some cases they went more poorly! But as it turned out, yes, the two marriages I had were with high-profile people, in their own ways. But my romantic life has not been exclusive to that."

Penn, now 54, was famously married to Madonna from 1985 to 1989. In 1996, he married Forrest Gump star Robin Wright, to whom he was married for 14 years; They share two grown kids, Hopper and Dylan. "I’m very friendly with my first ex-wife," he mused of his relationship with the pop sensation. "I would say that I’m on extremely good terms with the children I share with my second ex-wife."

Penn admitted that the divorce process was nasty, which certainly encompasses his own tumultuous history with Madonna and Wright. "Initially, in a divorce, you kick and bite about the other person," he recalled. "But finally you’re looking at your failures to that person, to a marriage, to a friendship, to yourself during that time as well. Because no matter what the other person was or wasn’t, for better and for worse, it really has so little to do with the growth you need to find better circumstances. Almost exclusively it has to do with your own stuff."

While his past marriages ended in divorce, Penn said he is truly ready to be a husband this time around. "You say I've been married twice before, but I’ve been married under circumstances where I was less informed than I am today," he reflected of his past. "So I wouldn’t even consider it a third marriage, I’d consider it a first marriage on its own terms if I got married again. I mean, I like the tradition. A friend of mine wrote a line, 'Without tradition, new things die.' And I don’t want new things to die."

Us Weekly exclusively reported last month that Penn and Theron, 39, were secretly engaged after a trip to Paris. "There's no ring, but they are committed," a source told UsSee pics of Sean and Charlize.

Penn openly expressed his feelings for Theron to Esquire UK, telling the mag: "Yeah, I’m surprised to be in love. Lot of reasons. I’m self-proclaimed bad at mathematics but I can do two plus two: 53 years old plus finally beginning to figure out why you haven’t been happy in a single relationship? It could seem too late. But to run into somebody now who you care about is a much more passionate, deeper, truer and – God! – a much happier feeling. It’s a lot more romantic and a lot more fulfilling to be in a relationship and to think you’re a good person within it."

As revealed last week by Us, Penn has also filed to adopt Theron's 3-year-old son Jackson. "I’m in love with a woman and home is where the heart is, right?" he told Esquire UK. "I’m in love with my children, they’re here. Jackson’s very committed here with schools and all that. Charlize has friends and family here. And there are upsides and conveniences that come with being here. I’m not a tortured person, being here. And I have access to other places. I know they’re there and I’m in constant contact with them.”

Penn noted that Theron has one concern raising Jackson in the spotlight. "Charlize often says about her son that her number one concern is that he grows up to be a kind person," he revealed. "More than she wants him to be a nuclear scientist, or an activist or anything else: kind."

As for his own personal skills as a parent? "I was one of those fathers, when I was out of town, I was on that Friday red-eye, back on Monday," Penn explained. "My ex-wife [Robin] and I worked hard to not work at the same time. I was very present. All of that stuff. But still: there’s a lot of time I want back, time I wish I’d spent with my kids. And by the way, we talk about the mistake all the time as it relates to the kids, but it’s a mistake for you. Fathers and increasingly mothers, too. And you can’t get it back."

He then told an anecdote about his daughter Dylan, now 23, from when she was a teen. "When my daughter was 16, going on her first date, I practiced a long routine. I’d trusted her," Penn shared. "She’d been out socially with her friends, but she hadn’t dated. And I’d always told her what would happen, but she didn’t take me seriously. The day came."

Penn then hilariously recalled how he had a conversation with the guy about to take his stunning daughter out on a date: "I said, 'Just let me say one thing to you: Whatever you do with my daughter tonight, I’m gonna do with you when you get home.'" He added: "I’m just another a--hole trying to feel good about himself. And why shouldn’t I? That’s what everybody should try to do. I can be happy-go-lucky, too."

Read the full interview at Esquire.co.uk.