As it turns out, the 57-year-old superstar is more than open to the idea, although he's not quite sure how to make it work.
Reeves walked the neon green carpet at the premiere of The Matrix Resurrections at the Castro Theatre in San Francisco, Calif., on Saturday, and he stopped to chat with ET's Matt Cohen, who asked Reeves about comments the actor made in November about wanting to work with Marvel.
When asked where he could see himself fitting into the MCU, Reeves admitted, "Oh my gosh, I don't know! I actually don't have an answer."
"There's so many wonderful films and filmmakers and artists participating in those films," Reeves shared. "It would be fun to be a part of."
With Reeves' track record of groundbreaking and wildly influential action tentpoles -- including The Matrix and John Wick franchises -- it's surprising he hasn't been tapped for any superhero roles.
Meanwhile, Reeves' latest cinematic offering is overflowing with the heart-pounding action fans have come to expect from The Matrix franchise, with fights and stunts raising the bar beyond what the original trilogy was capable of.
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‘The Matrix Resurrections’ Trailer No. 1
However, there was one stunt that seemed to stick out for Reeves, and it involved jumping out of a 45-story building with his co-star and on-screen love interest, Carrie-Anne Moss.
"There's a moment where they're trying to survive, and so we kind of took a leap, a lover's leap, let's say, off of the building," Reeves recalled, explaining that they had to shoot the scene nearly 20 times.
"One of the coolest things about these films is that you get to do cool stuff," Reeves added.
For Moss, the building jump was a particular highlight as well.
"I think jumping off the building was kind of a big deal," Moss told ET when reflecting on the most impressive stunts achieved while filming the new installment in the franchise.
"I think the first few times we were just kind of like, 'OK, we're doing it.' And then, you know, you have to act, right?" Moss shared. "Keanu, if you notice in that scene, he's such a physical actor. I'm kind of holding on for dear life."
"I mean, I'm there, but you gotta act, and you gotta be not looking like [you're] terrified, right? You have to be in the scene," she continued. "So it wasn't just like a one-shot, for sure."
The Matrix Resurrections hits theaters on Dec. 22 and will be streaming on HBO Max.