"And they're like really short and there's nothing underneath so he gets on his bicycle to ride there and I'm like, 'WHOA. Babe, you cannot wear those shorts. They're like — you can see everything.' And he's like 'C'mon. Who are we going to run into?'"
It seems Tom tempted fate, because the couple walked into the gym to find Ellen, wife Portia de Rossi and former President of the United States Barack Obama on the treadmills.
"I'm not kidding, I'm not kidding," Margot said, cracking up at the memory.
"In a gym that is tiny! It was a very confined space, and we then had to do this whole, like, class, this stretching class and Tom meanwhile is trying to like, not reveal anything. And he's dying and I'm crying so much, I'm about to crack a rib."
The couple began a stretch session with a personal trainer who kept urging Tom to lunge deeper, so Margot's man placed a towel over his lap to maintain his modesty.
It comes as no surprise that Ellen couldn't help but point out the awkward situation.
"Ellen looks over and says 'Boy those were the wrong shorts to wear today!"'
To avoid the same scenario happening again, at the end of the interview Ellen gifted Margot with some long shorts to pass onto Tom to wear to his workouts.
Margot and Tom married in December 2016 in Byron Bay.