Sherlock Holmes actor Jude Law has to be the coolest celebrity on earth! But, in a new interview, he admitted that although he’s famous there are times when he just wants to act like a regular person and not be concerned about what people think about him.

“I think the thing I loathe [about fame] is that you subconsciously are aware of, say, how you look or how you act, even when you know you’re not in the public eye,” he recently explained to Us Weekly at the premiere of his latest movie Vox Lux. “There’s a sense of, you may just put on a bobble hat, a woody hat, and a coat over your pajamas.”

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Though Jude, 45, didn’t confess to actually wearing his PJs outside, he did say that he has definitely thought about doing it before. “You go around the corner to get your milk from the shops, and while 90 percent of you is going, ‘Oh yeah, it’s Sunday morning, I’m getting my milk,’ there’s always 10 percent going, ‘Oh, bloody hell, I forgot I’ve gone out in my pajamas. Maybe someone’s going to take my photo,'” he said.

We guess that’s the one downside of being famous. What would those lazy Sundays be like if we had to think twice about leaving the house quickly in our pajamas? Probably very gruesome. However, Jude added that being famous can be pretty amazing, too. For example, he’s gotten to try his hand at acting in both films and on stage during his career.

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“Film is a very separated art form. In theater, you’re experiencing the story with the audience and they’re a part of it,” he said. “With film, you could make [a] film and never meet the audience you are making it for. So, there’s a time when people come up and they introduce themselves, or say, ‘thank you’, or ‘well done’, or ‘I didn’t like it’, or whatever they say, and you suddenly interact, and that’s kind of a nice thing.”