Caine fleshed out the untold origin of Alfred Pennyworth as the Wayne family's butler.
"I played the butler, so you haven't got some great backstory for the blooming butler," he said during an interview on the Dark Knight UK Facebook page.
"But I invented a backstory, which is Bruce's father went to the SAS headquarters in Herefordshire to see an officer friend. He was in the officer's mess and there was a sergeant there who had been badly wounded and couldn't go back to the war and didn't want to go into Civvy Street, so he took charge of the sergeant's mess, and that's me.
"So what that is is you have this very tough ex-SAS guy who knows all about drinks and service and getting sandwiches and coffee, because he had to learn it for the sergeants mess. So I told [Christopher Nolan] that story and he said, oh it's brilliant.
"Actors always invent a backstory if the writer hasn't."
Caine praised director Nolan, saying that he is very quiet and "reminds me of all the great directors I've worked with".
The actor recently said that he would vote for himself in the Oscars for his role as Alfred if no-one else will.
Watch the full interview below: