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07/25/2014 08:18 am ET | Updated Jul 25, 2014

Billy Bob Thornton On His Struggle With Fame And Marriage To Angelina Jolie (VIDEO)

He was once famously married to Angelina Jolie and has dated celebrities like Laura Dern, but Billy Bob Thornton says he feels the most comfortable when he's living "like a regular guy." In the above clip from his "Oprah's Mater Class" interview, the Academy Award-winning actor, director, screenwriter and musician explains why he's never been comfortable with fame.

"Particularly like when you're in a celebrity marriage … I had one of those periods, and during that time I found celebrity to be difficult just because of privacy issues," Thornton says in the above video, referring to his highly publicized marriage to Jolie, which ended in divorce in 2002.

Today, Thornton is in a much more private relationship with his longtime girlfriend, makeup artist Connie Angland. "I'm in a good relationship now and have been for 10 years," he says. The couple have a daughter together, and Thornton has three children from his previous marriages.

Thornton and his family live "kind of up in the woods," away from the glitz and glamor of Hollywood. "I just don't fit in that world at all and get really uncomfortable around it," he says.

He does, however, have one dream vacation in mind. "One of these days I'm taking my kids for Christmas to Vermont or New Hampshire or someplace like that. And we're going to get one of those houses like in the Budweiser commercial where they got the horses driving by in the sleigh and that kind of thing," Thornton laughs.

"Outside of that, I'm not the vacationing type. I gotta be working or doing something all the time. A beach in the Bahamas or something like that is my worst nightmare," he says.

Though he lives modestly, even Thornton has his guilty pleasures. "Excess kind of creeps me out," he says. "But I like to have a good pair of boots, like fancy boots. I like western boots."

Beyond that, Thornton isn't really a fashion guy. "I buy my clothes, the ones I do buy, I'll go to Old Navy and get girls jeans 'cause I'm kind of bony and they fit me better. So I buy a lot of clothes that cost $29.95."

Of course, that's when he's not conveniently "losing" the clothes he's given on movie sets, Thornton grins. "I've never spent a lot of money on stuff," he says.

"Oprah's Master Class" airs Sundays at 10 p.m. ET on OWN.

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