The 007 actor is currently touring the U.K. performing shows titled An Evening With Sir Roger Moore, during which audience members can grill the movie veteran on any topic.
However, he admits he has a cheeky tactic to avoid answering any questions he deems inappropriate.
"I'm always surprised by the questions, and sometimes I have to pretend I didn't quite hear some of them," he tells Exeterexpressandecho.co.uk, adding, "If I can't think of an answer I can think up a suitable lie."
He goes on to admit he suffers from nerves ahead of the shows because he is always worried about playing to an empty house: "You get just a little bit nervous that you're not going to see too many empty seats when you walk out on stage. But it's all over and you're on, you're talking... And hopefully they know what you're talking about!"
Sir Roger has previously insisted he is a big fan of Daniel Craig's current incarnation of James Bond, but reveals he has yet to see new movie Spectre and has asked fans not to give away the plot if they get to the cinema before him.
"I can't see #spectre until Wednesday. So no spoilers please," he tweeted.