The 54-year-old actor has been vocal about his love for girlfriend Charlize Theron, but we wasn't ready to talk about marriage during a new interview with "Good Morning America" on Thursday.
When the "Gunman" star was asked about those engagement rumors, he was quick to dodge the questions.
"I have no idea," he said bluntly. As the reporter continued to press him, Penn shut him down again.
"Asked who?" he replied with a devilish grin. (Responding as if we don’t know who his new girlfriend is!)
While he stayed mum about his personal life on "GMA," he opened up about his past failed relationships in the March 2015 issue of Esquire UK.
"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 said of his marriages to Madonna and Robin Wright.
"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," he added. "I mean, I like the tradition."
We're left scratching our heads -- do you think Sean and Charlize will get hitched? Sound off below!