The actor-director opened up about the romance with his fellow Oscar winner in Esquire U.K.'s March issue, and "The Gunman" star didn't hold back on his musings -- sometimes ramblings -- to the mag's Alex Blimes. (Much of the profile is a litany of quotes delivered in a stream-of-consciousness style.)
Without a ton of context, Penn rails on the price of fame and of the "tightly wound" American work ethic, and discusses his dicey past, what he learned from going to jail and why he hates the word "humanitarian." But we'll just focus on his romances here.
Lately, the actor has been making headlines for his relationship with Theron, which he brings up frequently in the interview.
The Brat Pack-era alum has been linked to his longtime friend since the end of 2013. In late December, they were rumored to be engaged, though his rep shut that story down. He's currently directing her in "The Last Face," which they shot together in the actress' native South Africa in the fall.
Penn was wed to Madonna from 1985 to 1989, a period aptly described by Blimes as "tempestuous," as it involved a few run-ins with the law. The director refers to their current relationship as "very friendly."
In 1996 he wed "House of Cards" star Robin Wright, with whom has two adult children, daughter Dylan, 23, and son Hopper, 21. They divorced in 2010, and he says he's "on extremely good terms with the children I share with my ex-wife." Wright -- not so much, it seems.
"One of the underrated versions of opening yourself up to somebody is finding a shared ethic," Penn says. "I have found myself in situations where my ethics were adopted for the period of the relationship and then the floor was pulled out from under me. And perhaps that person would say the same thing. I don't know. I've made a lot of mistakes. And some of that is idealizing a relationship or a person in a certain way. Or falling victim to the way they seem idealized. I don't mean by the popular culture but by other people in your life."
The 54-year-old explained that divorces ultimately result in looking at "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."
Then, he says he'd marry again, but that's because he doesn't seem to consider his first two unions as living up to the tradition.
"You say I've been married twice before but I've been married under circumstances where I was less informed than I am today, 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."
The remarks are juxtaposed with several quotes he gives about kindness; leading off with a line about conversations he's had with Theron about her young son Jackson growing up to be kind like his dad, actor-director Leo Penn.
"Charlize often says about her son that her number one concern is that he grows up to be a kind person. More than she wants him to be a nuclear scientist, or an activist or anything else: kind," he said, later adding, "There's a lot of power in kindness.
"I haven't used it enough."