Appearing on Conan, the actress admitted that the neighbours have complained about the pair's penchant for singing show tunes.
"We played roommates so well in Bridesmaids we thought, 'Yeah, we'll do it for real'," Wilson explained. "Except instead of annoying Kristen Wiig, we're now annoying all the neighbours nearby."
Wilson added that she had received an anonymous letter from a neighbour, describing it as "a little bit disturbing" before going on to read it out on the show.
"Dear neighbour, I am living somewhere behind you," she read, joking that the opening sentence was "freaky".
Wilson continued to read: "I am glad you are enjoying your new pool and hot tub but I am trying to sleep. I can hear everything you say, even the British accents. If you continue to make noise past 10pm I will call the cops. We have rules here in West Hollywood, seriously."
Wilson paused to explain that "seriously" was underlined, before going on: "And stop singing show tunes from Annie. Both of you are way too old to ever be cast as child orphans. 'The Sun Will Come Out Tomorrow' - yeah, and so will the cops!"
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The comedian added that the letter ended with "Welcome to the neighbourhood", but admitted that she hadn't received the note for a week as she didn't know where her mailbox key was at first.
"That letter was sitting in our mailbox for a week," she joked. "At least we mixed it up a bit. We've been doing Oklahoma!, Little Shop of Horrors, Fiddler on the Roof... the neighbours do not enjoy it."
Watch Rebel Wilson talking on Conan below: