Kevin brought his honorary CBE that he was awarded for services to drama earlier in the year on to US show Jimmy Kimmel Live!
The 51-year-old, who moved to London in 2003 to start a new theatre company, said: "It's a little Royal bling and what's it's called, it's called a CBE which is an honorary Knighthood, it's actually rather nice and here's how it works.
"The Queen of England decides who gets to be an honorary Knight because I'm not a Sir, I am however a Commander, which I think is much, much better... so my friends are calling me commander K.
"If apparently we go to war we are really screwed... but my producing partner said I have been commanding people for my entire life so nothing is really going to change."
The American Beauty star, who is the artistic director of London's Old Vic theatre, was given the award by Prince Charles.
Kevin said: "It was a great honour, Prince Charles, who I have known because I am an ambassador for his charity, The Prince's Trust. Normally the way they give this they don't do a ceremony, apparently they announce it on a website and then it's given to you by a minister but the Prince said he really wanted to give it to me for the work I'd done."
He added: "We haven't really hung... it would be quite a story playing Call of Duty with the Prince."