The 43-year-old actor and his wife Danielle are planning to baptize their sons - Charlie, three, and Tennyson, one - and the Australian actor has decided he should join them.
Leonardo DiCaprio complained he was still a virgin at 17.
The "Titanic" star - who turns 32 next month - was worried he had not yet lost his virginity and moaned about it constantly to his "The Quick and the Dead" co-star Russell Crowe.