Goldie Hawn and Kurt Russell got caught by cops having sex on their first date

Goldie Hawn and Kurt Russell had quite a first date!

Kurt appeared on Harry Connick Jr.'s talk show on Friday, and he recalled the story of the memorable night, which included a run-in with the cops -- in the middle of sex!

"We were told to go get a hotel room, which we did," the actor said with a few laughs.

The two, who began dating in 1983, started the night off watching a World War II movie and then went to the Playboy Club.

"We left and we both agreed night wasn't over yet," he said, adding that they went to the house that Hawn was renovating at the time.

Then things got fun ...

"We eventually found our way upstairs looking at imaginary furniture and we were in the imaginary bedroom now and we are realistically having sex when the police walked in," he recalled. "We had to break into the place to get in so the next thing I see is a flashlight and Goldie and I are like, 'What?' It was bizarre and weird."

And now that house where they got frisky belongs to Goldie's daughter, Kate Hudson. Awkward!

Russell, 66, and Hawn, 71, aren't married but have been together for 34 years.

The two recently hit the red carpet for the "Guardians of Galaxy 2" premiere, which Russell stars in. They looked totally in love and Goldie even made some sweet comments about her man:

"I'm always proud of him, and I'm proud of him with this [film], but I haven't seen the movie yet!" she admitted.

Take a look at the couple through the years in the slideshow above!

RELATED: Goldie's daughter, Kate Hudson: