The 'John Wick' actor and his nanny were left freaked out when they came face-to-face with a mysterious floating jacket in their New York home.
Asked if he had ever seen a ghost, he told talk show host Jimmy Kimmel: "Yes, when I was a kid. I was in New York -- I was probably like six or seven years old, new apartment, we'd come from Australia.
"Renata, our nanny, was in the bedroom, and there was a doorway and all of a sudden this jacket comes waving through the doorway, this empty jacket - there's no body, there's no legs.
"Then it just disappears, and I was a little kid and I thought, 'OK, that's interesting,' and I looked over at the nanny and she's like this [freak out face].
"Is that a ghost? Or just some weird floating jacket?"
The 50-year-old star also admitted he has met very few people who share his unusual first name, and the first person he met also named Keanu was a family member.
Asked if he has met other Keanus, he said: "Yes, I have a cousin.
"There's a cousin Keanu. I didn't meet that guy until I was eight or nine so I'd never heard that name for another human until that time."