The actor never actually starred with Jones, 35, in an X-Men movie. Marsden was in X-Men (2000), X2 (2003) and X-Men: The Last Stand (2006), while Jones starred in X-Men: First Class (2011). Making light of the reports he fathered the Mad Men star's child, he added, "Every time I see January, she's like, 'Hey, father of my baby.'"
This wasn't the only surprising confession Marsden made in Playboy's December issue. When asked about his favorite film role to date, he confessed, "X-Men fans may be let down, but Anchorman 2 is the first movie in my career I've wanted to see after I finished it."