Now he says he wants to do at least six films before going back to the pop world. He always wanted to be an actor but tours got in the way, he told Gold magazine.
Bizarrely, he also admitted there was some truth in the rumour he wanted to do his famous moonwalk on the moon!
He wanted to be the first pop star in space because he finds it hard to get privacy on this planet - everyone's used to his cunning disguises now!
And he explained why he lives such an unusual home-life.
Because he had to grow up very quickly as a child pop star, he missed out on things ordinary kids do like going to theme parks.
And that's why his house has a cinema, theme park rides and loads of animals in there now!