The 38-year-old actor - who has children Rafferty, 14, Iris, 10, and eight-year-old Rudy with ex-wife Sadie Frost, as well as 22-month-old Sophia with Samantha Burke -tries to lead as normal a life as he possibly can as he thinks that will reduce the attention he receives in his personal life.
He said: "I`ve created a haven that works for me and my family. I still enjoy a very normal life with my kids. We use trains and busses and that`s often the best way.
"If you build up some sort of psychological bubble around you, I think you`re asking for trouble."
Despite his worldwide fame, Jude insists he doesn`t think of himself as a "celebrity" because he doesn`t seek attention.
He explained in an interview with The Observer newspaper: "I hate the word celebrity, which means I`m in some messy, mushy sort of bracket with people who have won reality shows and chefs and socialites and it`s just not something I see myself as.
"I don`t invite people into my home and I`ve never courted the press unless I`m talking to them about some work I`m doing. And I don`t do that very much."