The funnyman stopped by "Jimmy Kimmel Live" Wednesday night, where he told the late-night host just why he questions his wife's sanity.
Dax recently shared a photo of Kristen in the pool, sporting gloves. He captioned the shot, "My bride wears gloves in the pool because she hates the feeling of pruney fingertips on skin." He added the hashtags "Hollyweird" and "#ILoveHer."
"What is going on?" Kimmel asked while holding up the photo. "Yes, what is going on, Jimmy?" Dax replied.
"I've been with her 11 years, and what I had been told thus far is that she just doesn't like going in the pool," Dax explained. He said that the recent heatwave in Southern California was "so dramatic," Kristen decided to take a dip.
"She said, 'I'm getting in!' And I thought, 'Oh, this is exciting!' And she goes, 'Oh, I gotta get my pool gloves!'" Dax said. "And I was like, 'Get your pool gloves? Gonna do some underwater welding?'"
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Dax said she left and reappeared with gloves he believes are actually intended for "pool wear."
"Weirder to me than her even having this proclivity is that someone's manufacturing pool gloves," he joked. He then asked the audience, "Does anybody here wear pool gloves? No? See, she's batshit crazy! Apparently there's a boutique pool glove place somewhere that she's spending our money at."
"But I gotta say," he added, "she was so happy in that pool. She was like a little dolphin swimming around with those gloves on."
Jimmy, who's also been married for a number of years, asked Dax if he still finds himself learning new things about his wife, adding that he certainly does.
"Yes. We started things off with a really huge misunderstanding, right out of the gates," Dax explained before going into a story about how -- for the majority of their relationship -- he was convinced Kristen's boobs were fake.
Watch the video above to hear Dax's hilarious explanation of the "misunderstanding."