The actor left Hollywood to work in the Obama administration's Office of Public Engagement, but has returned to acting for the new film A Very Harold and Kumar Christmas and a role on How I Met Your Mother.
Penn said he has come to believe that filmmaking is much more creative than politics.
"It's sort of like the yin and the yang. What I love about DC is the intellectual focus, and what I love about LA is the creative focus," he told USA Today. "It's nice to be back and working the other part of your brain."
Penn also said that he looks back fondly on his time at the White House because it allowed him to meet some of the most powerful politicians in the world.
"Working in the White House, I found I was working with the smartest people I ever met in my life. You're learning new things every day. Your mind is being expanded, changed and layered," he added.
Penn previously claimed that the first Harold & Kumar film was a very risky project.
A Very Harold & Kumar Christmas is released on November 4 in US cinemas and December 9 in the UK.
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Watch the trailer for A Very Harold & Kumar Christmas below: