Watts, who is engaged to fellow actor Liev Schreiber, also revealed what her sons think of their parents’ careers.
"They think our work is in a trailer," Watts, 42, told People at the press conference for her latest film Fair Game on Saturday in New York. "They don’t really understand it yet."
However, sons Sasha and Kai do understand that Watts and Schreiber have more than ordinary lives.
"There’s been times where they see a photo or a flash of us on TV and they’ll go, 'Oh, Mummy!' or 'Daddy!'. But we try to explain that daddy or mummy has to go to work now and they’ll say, 'I want to come'."
Watts also admitted that the children have been scared by her movie make-up jobs.
"They saw [me] in quite a bad condition," Watts said. "I had to explain these 'ow-wies' were just pretend. It took a little while. We prepped it days in advance and showed them how you can put a little bit of blood on and rub it off."