"It is tempting to see the encounters with extreme racists as dangerous," he admitted. "But I'm more afraid of animals. I feel like animals are more unpredictable, especially chimps."
And he has a good reason.
"I did a story about the most extreme pets in America. I read so much about chimpanzees and how they will either rip off your nose or rip off your genitals during an attack. Those are two of my favourite bodily features!"
"What do you do about that? That isn't just painful and embarrassing. That is a career ender! For me. I couldn't do my work."
The hit-documentary maker has just released his latest film Louis Theroux:My Scientology Movie. And he says the Hollywood religion is one of the weirdest stories he's covered.
"The weird thing is how normal they are," he told news.com.au recently.
"It's not just about being disconnected from reality, it has to be grounded.
Louis Theroux attends a screening of 'My Scientology Movie' during the BFI London Film Festival at Vue Leicester Square on October 14, 2015 in London, England. Photo / Getty
"I met a man in a mental hospital who thought he was Barack Obama. It's far weirder for one of Hollywood's top actors to subscribe to a religion created by a science-fiction writer.
"It's that contrast of the normal, even glamorous, and the deeply odd."