The 50-year-old actor was taking part in a celebrity golf tournament in Iowa in 2007 when he accidentally hit his golf ball straight into an American goldfinch, which also happens to be the official state bird of Iowa, and then had to look on with horror as the feathered creature dropped dead.
He said: "I gave golf up because I killed the Iowa state bird in flight in a golf tournament. I hit a really, I thought, nice sand wedge ... boink ... in the air. Dead."
Rob was later informed by the tournament's sponsors that the odds of hitting an American goldfinch in flight with a golf ball was one in 747 million, a lot less likely than the chances of an amateur golfer getting a hole in one, which is one in 12,500.
Following the incident, Rob was quoted by local newspaper The Des Moines Register as saying: "That's my birdie. Who comes here and kills the state bird? Only me."
While Rob didn't have a lot of luck on the golf course, he also admitted he should've known TV series 'Lyon's Den', in which he played a lawyer, wasn't going to be a big success because the majority of the show - which lasted just one series in 2003 - was filmed next to a dildo factory rather than in a studio.
Speaking on talk show 'Conan', he added: "'Lyon's Den' was meant to be my big follow up to the 'West Wing' and I should have known that nobody had any real faith in the show when, instead of letting us shoot it in the studio a lot, they made us shoot in a warehouse next to a dildo factory."
UK viewers can watch Rob's interview on 'Conan' at 11pm tonight (20.01.15), on truTV (freeview channel 68) - the home of larger than life characters in real situations.
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