While eating dinner in the living room, Loose Women's Welch launched a group discussion on what housemates would eat for their 'last supper'.
Natalie Cassidy and Nicola McLean all partook in the group chat, before the attention turned to Michael Madsen.
While Welch reiterated the question, the Hollywood actor paused, shook his head, and said: "It makes no sense to me."
As the table erupted with laughter, with the exception of Welch, Madsen added: "Why would you want to eat before you die?"
"I just said, if you were hungry before you died, I gave you the option. Okay, let's just say, we're not going to die. Michael... Michael, Michael, Michael," Welch stressed.
With Madsen again failing to answer, she grew tired and moved the question on to Frankie Cocozza
Retiring to the bedroom, he told Georgia Salpa: "She's trying too hard to be entertaining and it's just not working - she thinks it's an entertainment test. Jesus Christ."
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Watch the awkward exchange between Michael Madsen and Denise Welch in the video below: