He says, "I have a little thing with quietness and spirits. I'm aware of ghosts. I sort of believe in ghosts, and my wife doesn't; she's afraid of axe murders."
But the Meet The Parents star has reason to be afraid - he has lived in two haunted homes before.
He continued, "We rented a house in Los Angeles a few years ago, that something had gone on in, because the caretaker of the house was a little bit loopy. She had called to check on us a few days in and she said, 'How's it going? Have you had any experiences?'
"And I said 'No', and she goes 'Well... when I stayed there every morning I woke up at 4.43am for three weeks straight. And I got buzzed on the intercom a few times and I heard a few doors slam. And then one morning at about 4.48am in the morning I heard a party going on downstairs, a full on party with Charleston music playing and people mingling.'"
Though Stiller insists he hasn't seen any ghosts himself, the actor reveals his parents Jerry Stiller and Anne Meara once rented a home in Nantucket that was supposedly haunted by a young baby named Stanley Benjamin.