Baron Cohen says Anderson was in on the joke.
"She was the only person in on that movie, yes," he told podcast host Matt Wilstein.
"Otherwise it would have been kidnapping."
Cohen added that Anderson filmed the "kidnapping" scene twice, and during one of the takes, he accidentally "clipped her jaw".
"She's actually amazingly brave. She lost two things. One, she lost a tiny bit of bone from her jaw, so she really should have gotten an award for that. And secondly, she lost a husband," he said.
"Later on, Kid Rock saw the movie, and I texted Pamela Anderson and asked, 'How did it go? What did he think?'" Cohen said.
"And she texted back, 'He's getting divorced'."
When the Borat star asked her why, she told him it was "because of the movie".
"I thought it was a joke, but then a few weeks later they got divorced, and they put as a reason for divorce: Borat," he said, laughing. "So it had some casualties."