In a new interview with Esquire UK, the Milk actor says he's "in love" with Theron, and would consider their marriage his "first" despite having been previously married to both Madonna and House of Cards actress Robin Wright. Penn, 54, and Theron, 39, first stepped out together in December 2013, and reportedly got engaged this past November.
Charlize Theron/Sean Penn
After two marriages, Sean Penn says Charlize Theron would be first that matters
HOLLYWOOD, CA - FEBRUARY 29: (HOLLYWOOD REPORTER AND US TABS OUT) Actor Sean Penn poses with his Oscar for Best Performance by an Actor in a Leading Role next to Charlize Theron and her Oscar for Best Performance by an Actress in a Leading Role during the 76th Annual Academy Awards at the Kodak Theater on February 29, 2004 in Hollywood, California. (Photo by Frank Micelotta/Getty Images)
Charlize Theron and Sean Penn attend The Metropolitan Museum of Art's Costume Institute benefit gala celebrating "Charles James: Beyond Fashion" on Monday, May 5, 2014, in New York. (Photo by Charles Sykes/Invision/AP)
Charlize Theron and Sean Penn arrive at the World Premiere of "A Million Ways To Die In The West" on Thursday, May 15, 2014, in Westwood, Calif. (Photo by Jordan Strauss/Invision/AP)
LOS ANGELES, CA - APRIL 18: Actress Charlize Theron and actor Sean Penn attend the Points of Light generationOn Block Party on April 18, 2015 in Los Angeles, California. (Photo by Michael Kovac/Getty Images for generationOn)
Charlize Theron and Sean Penn arrive on the red carpet at the screening of the film Mad Max: Fury Road at the 68th international film festival, Cannes, southern France, Thursday, May 14, 2015. (Photo by Arthur Mola/Invision/AP)
Actress Renee Zellweger holds the Oscar she won for best supporting actress for her work in Cold Mountain; actor Sean Penn holds the Oscar he won for best actor for his work in Mystic River, actor Tim Robbins holds the Oscar he won for best supporting actor for his work in Mystic River, and actress Charlize Theron holds the Oscar she won for best actress for her work in Monster, from left, after the 76th Academy Awards Sunday, Feb. 29, 2004, in Los Angeles. (AP Photo/Reed Saxon)
LOS ANGELES, CA - FEBRUARY 27: Sean Penn and Charlize Theron pose with Pharrell Williams at Bionic Yarn, G-Star and Hennessy Privilege Celebrate Pharrell Williams and his Oscar nominated single, 'Happy' on February 27, 2014 in Los Angeles, California. (Photo by Dimitrios Kambouris/Getty Images for One View)
Sean Penn, left, and Charlize Theron arrive at the Los Angeles premiere of "The Gunman" at Regal Cinemas LA LIVE on Thursday, March 12, 2015. (Photo by Chris Pizzello/Invision/AP)
Charlize Theron, left, and Sean Penn arrive at the Los Angeles premiere of "Mad Max: Fury Road" at the TCL Chinese Theatre on Thursday, May 7, 2015. (Photo by Matt Sayles/Invision/AP)
LOS ANGELES, CA - JANUARY 10: Actor Sean Penn and actress Charlize Theron attend the 'Help Haiti Home' gala at Montage Hotel on January 10, 2015 in Los Angeles, California. (Photo by Jason LaVeris/FilmMagic)
LOS ANGELES, CA - JANUARY 10: Charlize Theron, Founder and CEO of J/P Haitian Relief Organization Sean Penn and Former President of the United States Bill Clinton attend the 4th Annual Sean Penn & Friends HELP HAITI HOME Gala Benefiting J/P Haitian Relief Organization on January 10, 2015 in Los Angeles, California. (Photo by Christopher Polk/Getty Images for J/P Haitian Relief Organization)
PARIS, FRANCE - JULY 07: (L-R) Sean Penn and Charlize Theron attend the Christian Dior show as part of Paris Fashion Week - Haute Couture Fall/Winter 2014-2015 on July 7, 2014 in Paris, France. (Photo by Pascal Le Segretain/Getty Images)
Charlize Theron and Sean Penn attend the world premiere of Universal Pictures 'A Million Ways To Die In The West,' at the Regency Village Theatre in Los Angeles, California, May 15, 2014. AFP PHOTO / ROBYN BECK (Photo credit should read ROBYN BECK/AFP/Getty Images)
WESTWOOD, CA - MAY 15: Actress Charlize Theron and actor Sean Penn arrive at the Los Angeles Premiere 'A Million Ways To Die In The West' on May 15, 2014 in Westwood, California. (Photo by Jon Kopaloff/FilmMagic)
HOLLYWOOD, CA - MAY 07: Actors Sean Penn (L) and Charlize Theron attend the premiere of Warner Bros. Pictures' 'Mad Max: Fury Road' at TCL Chinese Theatre on May 7, 2015 in Hollywood, California. (Photo by Kevin Winter/Getty Images)
PARIS, FRANCE - JULY 07: Sean Penn and Charlize Theron attend the Christian Dior show as part of Paris Fashion Week - Haute Couture Fall/Winter 2014-2015 on July 7, 2014 in Paris, France. (Photo by Dominique Charriau/WireImage)
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"Yeah, I'm surprised to be in love," Sean tells the men's magazine. "Lot of reasons. I'm self-proclaimed bad at mathematics but I can do two plus two: 53 years old plus finally beginning to figure out why you haven't been happy in a single relationship? It could seem too late. But to run into somebody now who you care about is a much more passionate, deeper, truer and -- God! -- a much happier feeling. It's a lot more romantic and a lot more fulfilling to be in a relationship and to think you're a good person within it."
He says he isn't afraid to take the next step with Theron, despite two failed marriages. He chalks this up to his love for "tradition."
"Yes, I'd get married again," he stresses. "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."
He admits, however, that he isn't on the best terms with Wright, to whom he was married to for 14 years. They have two children together, son Hopper, 21, and daughter Dylan, 23, a model.
"I'm very friendly with my first ex-wife," he says, referring to Madonna. "I would say that I'm on extremely good terms with the children I share with my second ex-wife."
But he's willing to take some responsibility for their less-than-friendly split.
"Initially, in a divorce, you kick and bite about the other person," he admits. "But finally you're looking at your 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."