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For example, he said that he absolutely bombed his chance to be part of the blockbuster "Lord of the Rings" franchise.
It started when he got a call from his very excited agents. "When agents are excited, it's really intense," the actor told host Jimmy Fallon.
The possibility of being in the trilogy directed by Peter Jackson was so exhilarating for Gyllenhaal, he didn't even mind that his agents felt he'd be a perfect hobbit.
At the audition, Gyllenhaal had a couple things that worked against him, the first being that he didn't prepare for a scene with no scripted lines. "There were a lot of stage directions," he said.
The actor was told to open a box, find a ring inside, and react. "I didn't really do it, because I didn't understand there were no lines."
But then the actor did have a scene with lines and that didn't go his way, either.
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"I didn't do an accent for it," he remembered. "[Peter Jackson] literally turned to me and said, 'You are the worst actor I've ever seen. Did anyone tell you you're supposed to have an accent?' I was like, 'No.' And he was like, 'Well, fire your agents.'"
Gyllenhaal also explained how he failed an audition for the comedy "Dude, Where's My Car?"
"I auditioned for a lot of classics that I'm not in," he said.
Watch the interview below: