The Fargo star recalls looking after Joan Cusack and Jeremy Piven when they were kids in Chicago, Illinois.
The actor befriended Byrne Piven and Dick Cusack, who were fellow regulars in the Chicago theatre scene, where he co-founded the St. Nicholas Theater Company with playwright and pal David Mamet - and he still remembers babysitting their kids Jeremy and Joan.
He tells USA Today newspaper, "Jeremy was just a little kid," when he offered to babysit "because I needed the work".
And he admits that he and actress Cusack enjoyed their racy scenes in Shameless, even though her father would have been far from happy.
Macy adds, "That would have been an interesting conversation."
Macy also has another theatrical link to Piven - he replaced the star at short notice in Speed-The-Plow on Broadway after Piven fell ill with mercury poisoning.