Sean Penn Says Former National Security Adviser Told Him to 'Get Out' of Ukraine While Filming Doc

Samir Hussein/WireImage

Sean Penn is showing his commitment to filming a documentary about Russia's ongoing invasion into Ukraine.

During a recent panel discussion on Fox News' Special Report, the Oscar winner, 61, recalled that former National Security Adviser Robert O'Brien told him to leave Ukraine, while Penn was filming in the country, due to safety concerns.

"I just heard from Robert O'Brien and he said to get the f--- out," Penn told Fox News host Bret Baier.

Penn added that he stayed in touch with O'Brien — who also took part in the panel discussion — while making the documentary.

RELATED: Sean Penn Is 'Thinking About Taking Up Arms Against Russia' After Returning from Ukraine amid War

"I was speaking to Robert [O'Brien] the whole time here. He knows the region much better than I do, and I made it," he shared. "We … calculated that it would be fine, whatever happened. I don't think anybody wanted to give up a level of denial that [the war] would happen because they would be giving up hope that [the invasion] wouldn't happen."

Penn also shared that other U.S. government officials warned against traveling to Ukraine to film his documentary.

"Our government is extremely good at caution," Penn said on Special Report. "American diplomats had been pulled out of and other Foreign Service officers pulled out of Kyiv. [People said,] 'Don't go. There's nobody there. There'll be no calvary and so on.'"

Penn also recalled meeting Ukrainian President Volodymyr Zelenskyy immediately before Russia's invasion.

"We met with [Zelenskyy], a man in a suit, and the next morning the Russians invaded," he said. "We went back. We were with President Zelensky and waited for him at a meeting point. And the next time I saw him, he was in camos and the world had changed."

RELATED: Sean Penn Shares Video from Ukraine, Working for Relief for War Victims

In an interview with Hollywood Authentic earlier this month, Penn said Zelenskyy "had to rise to the ultimate level of human courage and leadership. I think he found out that he was born to do that" following the invasion.

Penn added that he considered fighting on behalf of Ukraine at one point.

"If you've been in Ukraine [fighting] has to cross your mind," he said. "And you kind of think what century is this? Because I was at the gas station in Brentwood the other day and I'm now thinking about taking up arms against Russia? What the f--- is going on?"

"The only possible reason for me staying in Ukraine longer last time would've been for me to be holding a rifle, probably without body armour, because as a foreigner, you would want to give that body armour to one of the civilian fighters who doesn't have it or to a fighter with more skills than I have, or to a younger man or woman who could fight for longer or whatever," he added.

Sean Penn / Instagram

In a statement shared with PEOPLE in February, Penn expressed his support of the Ukrainian people.

"[It is] already a brutal mistake of lives taken and hearts broken, and if he doesn't relent, I believe [Russian president] Mr. [Vladimir] Putin will have made a most horrible mistake for all of humankind," he said.

"President [Volodymyr] Zelenskyy and the Ukrainian people have risen as historic symbols of courage and principle," he continued. "Ukraine is the tip of the spear for the democratic embrace of dreams."

RELATED: Sean Penn Arrives in Ukraine amid Russian Invasion to Film Documentary

Russia's attack on Ukraine continues after the country's forces launched a large-scale invasion on Feb. 24 — the first major land conflict in Europe in decades.

Details of the fighting change by the day, but hundreds of civilians have already been reported dead or wounded, including children. Millions of Ukrainians have also fled, the United Nations says.

"You don't know where to go, where to run, who you have to call. This is just panic," Liliya Marynchak, a 45-year-old teacher in Ivano-Frankivsk, Ukraine, told PEOPLE of the moment her city was bombed — one of numerous accounts of bombardment by the Russians.

The invasion, ordered by Russian President Vladimir Putin, has drawn condemnation around the world and increasingly severe economic sanctions against Russia.

Never miss a story — sign up for PEOPLE's free daily newsletter to stay up-to-date on the best of what PEOPLE has to offer, from juicy celebrity news to compelling human interest stories.

With NATO forces massing in the region around Ukraine, various countries have also pledged aid or military support to the resistance. Ukrainian President Volodymyr Zelenskyy called for peace talks — so far unsuccessful — while urging his country to fight back.

Putin insists Ukraine has historic ties to Russia and he is acting in the best security interests of his country. Zelenskyy vowed not to bend.

"Nobody is going to break us, we're strong, we're Ukrainians," he told the European Union in a speech in the early days of the fighting, adding, "Life will win over death. And light will win over darkness."

The Russian attack on Ukraine is an evolving story, with information changing quickly. Follow PEOPLE's complete coverage of the war here, including stories from citizens on the ground and ways to help.