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When asked about the notion, Leon said, "God no. Career tips, yes, but never acting tips."
Leon made the comments while promoting the romantic comedy, Immigration Tango, about two couples arranging fake marriages to get green cards. He and Madonna have a daughter, Lourdes, together.
Leon says the superstar is supportive of everything he does, saying she "comes to the theater when I do theater."
While they remain great friends, Leon says it's not easy having a child with such a prominent celebrity.
As he puts it: "I can find a cure for AIDS, and every disease possible, and I'll still be associated with Madonna. And that's OK."