"I was so terrified the last time I was here," Gyllenhaal said on Ellen.
DeGeneres played a clip from that visit when someone leaped out at an unsuspecting Gyllenhaal from inside a table during his 2014 visit.
"I don't like watching that back," he said of clip. "[The fear] was genuine."
DeGeneres had plans to scare the 35-year-old actor a second time, but things didn't pan out as she explained she hid in the bathroom of his dressing room but he never showed up.
"I tried to get you today," she said to him, while showing footage of her giving up on the prank. "You never came in there."
"I knew it!" Gyllenhaal shouted in the clip as DeGeneres emerged from the bathroom.
"You should win an Oscar this year!" DeGeneres said after praising the movie, which opens Nov. 18.