The In the Line of Fire star plays villain Quentin Turnbull in the Western, a big screen adaptation of the popular comic books, with Brolin as disfigured bounty hunter Hex.
The pair is good pals off-screen but Brolin admits one particular action scene got so heated, he ended up breaking Malkovich's thumb.
But the W. actor was surprised at how calm Malkovich was dealing with the injury.
Brolin explains, "I had a fight with him on the movie that we did, he did amazingly and he ended up, I think, breaking his thumb. We were fighting during the movie and we're screaming at each other, and there's a knife in his hands and then they (the directors) say, 'Cut!'. Then he says, 'Josh can you come here for a second?' and I'm like, 'Sure'. And he goes, 'Can you pull my thumb?' So I go, 'Er, yes, I guess', so I pull it and he goes, 'Thank you, I think you broke it.' And I did, I broke it."