Sean Penn. Picture: Bang Showbiz

Sean Penn has confessed he still has feelings for his ex-wife Madonna.

The Oscar-winning actor was married to the 'Like a Virgin' hitmaker for four years before their divorce in 1989, and he'll always hold a special place in his heart for his first spouse.

During a segment titled 'Sean Penn-y For Your Thoughts' on 'The Late Show with Stephen Colbert', the 'Gangster Squad' star was asked who he prefers between the Queen of Pop and Britney Spears. 

Penn answered: "Ah, I love my first wife very much.

"There's no [comparison]... you don't compare those things."

The host replied: "People compare them all the time! So, you're going to go with Madonna?"

And Sean - who was engaged to actress Charlize Theron before parting ways in 2010 - smiled: "Sure!" 

In 2016, Madonna herself confessed she was "still in love" with the 'I Am Sam' actor, whilst offering to remarry him if he payed up $150,000 (£117,700) to her charity. 

Speaking to her ex on stage at her fundraiser in Malawi, the 59-year-old star said: "I'm still in love with you. Yes. In fact, I think I love you more now that we're divorced."

The 'Holiday' singer also professed her love for the actor at another benefit gala the same year.

She said: "I want to say, Sean, that I love you from the moment that I laid eyes on you and I still love you just the same. I just wish you'd stop smoking so many cigarettes."

Sean was also married to 'House of Cards' star Robin Wright, the mother of his two children, Dylan, 26, and 24-year-old Hopper, from 1996 to 2010.

Whilst Madonna was with director Guy Ritchie - with whom she has sons Rocco, 17, and David, 12 - from 2000 to 2008.

Meanwhile, The 'Mystic River' star recently admitted he is is still open to finding love again in the future.

He said: "I'm never going to take a position that I'm closed off to love. People falling in love with each other is a great, great thing."