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Kevin Bacon and wife Kyra Sedgwick found out that they are distant cousins while filming PBS series “Finding Your Roots.”

“I did this TV show where you learn so much about your family,” Sedgwick said on the “Late Show With David Letterman” on Thursday. “I just found out so many things I didn’t know.”

The program, which is hosted and written by Harvard scholar Henry Louis Gates, uses DNA research to find geological connections to famous Americans. Sedgwick, who stars on the TV drams “The Closer”, told Letterman that she found she was related to Marilyn Monroe, former presidents Richard Nixon, Jimmy Carter and her husband.

“Tenth cousins once removed,” she said. “It was a little upsetting, I’m not going to lie.”

Sedgwick and Bacon have been married for 23 years and have two children together – son Travis, 22, and daughter Sosie, 19. The couple, who married in 1988, has also appeared in several films together.

Sedgwick won an Emmy in 2010 for her role as Deputy police chief Brenda Leigh Johnson on “The Closer.”

Bacon rose to fame with the 1984 movie “Footloose” and has gone on to star in films such as “Apollo 13,” “Sleepers” and “Wild Things.” His acting career has spurred a “Six Degrees of Kevin Bacon” trivia game.

Last year, Bacon opened up about the massive financial losses he and Sedgwick suffered as a result of Bernie Madoff’s Ponzi scheme and said Sedgwick’s regular television job helped the family pull through.

In 2009, Madoff, 73, began serving a 150-year prison sentence for running a $50 billion dollar scam, which marks the biggest investment fraud in U.S. history. Bacon and Sedgwick were among scores of customers who were swindled.

Sedgwick and Bacon’s episode of “Finding Your Roots With Henry Louis Gates, Jr.” is set to air on April 8 at 8 p.m. ET on PBS.