The `Mad Men` star finds having to simulate making love for the camera "weird and uncomfortable," but grits his teeth and does his best to make it look like he`s having a good time.
He said: "I mean, sure, there`s an awkwardness about being in a weird flesh-colored thong, bouncing on top of an actress.
"Then all the awkwardness melts away and you think, `All right, we`re doing this, so let`s have fun with it.` You`re in that moment and it`s happening and it`s not going to get any better, so you might as well enjoy it."
The 38-year-old actor - who has been in a relationship with Jennifer Westfeldt for 15 years - had an intimate scene with friend Kristen Wiig in `Bridesmaids`, and admitted he was worried that he would hurt her during filming.
He added to Playboy magazine: "I am not a small human being. I weigh at least 200 pounds and I`m six foot two. And Wiig is a twig; she`s a skinny little thing. I told her, `Just punch me in the side if I`m hurting you.` "