Winfrey is taping her U.S. chat show Down Under this week.
People.com said Jackman sustained a minor injury when he made his entrance to the stage via zip line from the Sydney Opera House.
Taping of the show was halted, but Jackman was able to continue with the interview after his wound was treated.
"That was so much fun until the end," Jackman said.
"I came down waving to everyone, looking over Sydney Harbor, saw my dad, the kids and you, went to pull the brake and then boing," People.com said he explained to Winfrey. "Totally my bad."
"God he hit that hard," Winfrey told the audience later. "Ooooh, we're gonna see that on the news. Over and over and over again. 'Hugh injured today. Ziplining on Oprah.'"
Jackman is best known for his work in the "X-Men" film franchise.