Of course, the hair wasn't real, but rather a poorly placed wig covering Vaughn's semi-bald head. Once DeGeneres ran her fingers through it, he was forced to come clean.
"I shaved my head for a movie, completely clean," the 46-year-old actor said. "And now, thankfully – because you don't know at my age – it's growing back."
When asked what he plans to do with the stubble, Vaughn coyly replied, "It's unclear what will happen."
He did note that his 5-year-old daughter, Lochlyn, has been enjoying giving her dad a hard time.
See photos of Vince Vaughn through the years:
HOLLYWOOD, CA - MARCH 04: Actor Vince Vaughn attends the 280th hand and footprint ceremony immortalizing Vince Vaughn at The TCL Chinese Theatre IMAX on March 4, 2015 in Hollywood, California. (Photo by Alberto E. Rodriguez/Getty Images)
Vince Vaughn attends his handprint and footprint ceremony at the TCL Chinese Theatre IMAX on Wednesday, March 4, 2015, in Los Angeles. (Photo by Chris Pizzello/Invision/AP)
Vince Vaughn takes part in the Chicago Polar Plunge at North Avenue Beach on Sunday, March 1, 2015 in Chicago. (Photo by Barry Brecheisen/Invision/AP)
Vince Vaughn gives the command for the drivers to start their engines at the 2015 Daytona 500 on February 22, 2015 in Daytona Beach, Florida. (Photo by Jeff Daly/Invision/AP)
Vince Vaughn attends a screening of "Delivery Man" hosted by The Cinema Society and DreamWorks Pictures on Sunday, Nov. 17, 2013 in New York. (Photo by Charles Sykes/Invision/AP)
Actor Vince Vaughn makes an appearance on MTV's "Total Request Live" at MTV studios in Times Square Tuesday, Nov. 6, 2007 in New York. Vaughn stars in the movie "Fred Claus" which opens on Wednesday (AP Photo/Mary Altaffer)
NASHVILLE, TN - DECEMBER 15: Vince Vaughn (R) presents Kenny Chesney with the Groundbreaker Award at the 2014 American Country Countdown Awards at Music City Center on December 15, 2014 in Nashville, Tennessee. (Photo by Jason Merritt/Getty Images for dcp)
NASHVILLE, TN - DECEMBER 15: Actor Vince Vaughn attends the 2014 American Country Countdown Awards at Music City Center on December 15, 2014 in Nashville, Tennessee. (Photo by Sara Kauss/Getty Images)
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"My daughter likes to humiliate me with it," he said. "I take her to her kindergarten at which point she will pull off my baseball cap and say, 'Ha ha ha, look who doesn't have any hair.'"