Dressed in a brown sweater and red leather pants the 32-year-old actress stepped on stage to promote her new thriller, Don't Be Afraid Of The Dark.
Leno quizzed Katie on what was she is really scared of.
'I'm scared of raccoons,' she replied.
Leno said, 'Raccoons? Well you picked the wrong city to live in.
'Why raccoons? Is it the mask? Do you think they're criminals? What is it?'
Katie said, 'Everybody always says with spiders or a dog that they're more afraid of you than you are of them and I don't find that with raccoons.
'I was recently sitting and this raccoon comes right up and I'm expecting it to be more afraid of me and I'm staring at it and it's staring right back like he's going to kick my butt.
'I didn't know what to do so I just stood up and I barked at him and he ran away.'
Jay quipped, 'He was like, 'This lady's crazy!''