The 54-year-old actor told Esquire UK's March issue, "I’d get married again. You say I’ve been married twice before but I’ve been married under circumstances where I was less informed than I am today, so I wouldn’t even consider it a third marriage, I’d consider it a first marriage on its own terms if I got married again. I mean, I like the tradition. A friend of mine wrote a line, 'Without tradition, new things die.' And I don’t want new things to die."
Penn's relationship with Theron, age 39, is still fairly new. The Oscar winners went public with their romance last January.
The actor told Esquire he's "surprised" to find himself in love.
"I’m self-proclaimed bad at mathematics but I can do two plus two: 53 years old plus finally beginning to figure out why you haven’t been happy in a single relationship?" he told Esquire. "It could seem too late. But to run into somebody now who you care about is a much more passionate, deeper, truer and---God!---a much happier feeling. It’s a lot more romantic and a lot more fulfilling to be in a relationship and to think you’re a good person within it."
Penn was famously married to Madonna from 1985 to 1989. In 1996, he married "House of Cards" star Robin Wright, with whom he has two grown children, Hopper and Dylan. The pair split in 2010, and she's now engaged to actor Ben Foster.
Speaking about his exes, Penn said, "I’m very friendly with my first ex-wife. I would say that I’m on extremely good terms with the children I share with my second ex-wife."
From both splits, he took away some lessons.
"Initially, in a divorce, you kick and bite about the other person," he said. "But finally you’re looking at your failures to that person, to a marriage, to a friendship, to yourself during that time as well. Because no matter what the other person was or wasn’t, for better and for worse, it really has so little to do with the growth you need to find better circumstances. Almost exclusively it has to do with your own stuff."
You can read more of Penn's interview in the March issue of British Esquire, online and on newsstands today.