Penn, 57, gushed about the pop star, 59, during his visit to The Late Show With Stephen Colbert on Wednesday, March 27.
Colbert, 53, asked the Oscar winner to choose between the “Material Girl” songstress and Britney Spears in a segment called “Sean Penn-y For Your Thoughts.”
“Ah, I love my first wife very much,” the Milk star raved while smoking a cigarette. “There’s no [comparison] … you don’t compare those things.”
Colbert quipped back, “People compare them all the time! So you’re going with Madonna?”
Penn smiled as he responded, “Sure.”
The Into the Wild actor and the “Like a Virgin” singer have remained on good terms since ending their four year marriage in 1989. In fact, Penn supported Madonna’s Rebel Heart tour in 2015, having attended multiple concerts. He also cheered the “Like a Prayer” crooner at the NYC premiere of her film Secret Project Revolution in September 2013. In 2012, Penn was heard saying “she’s so hot” while encouraging Madonna at her MDNA show, a concertgoer told Us.
Although the exes sparked reconciliation rumors in January 2010 after dining together for more than three hours, a source exclusively told Us at the time that “they’ve remained close friends, but they are fire and fire together romantically. She can only be with someone she can control.”
Added the insider: “Madonna’s friends wish she’d get back with Sean. He will always be the love of her life.”