But she also shared that she's been confused for Britney Spears before, too! Weird, right?
"Natalie Portman I get a lot, and I get chased through airports," she shared.
"I feel quite sorry for her because she must get chased a lot because it's happened like five times where someone's been like, Natalie! Natalie! Natalie!' And I'll sign and take a picture as Natalie."
Hmmm…we wonder what Portman has to say about that!
"I get Kate Winslet as well. But the one that's surprising is Britney Spears," she explained on the late night talk show.
"I get quite excited because I quite like the idea that I could do like that [mimes dancing], which I can't do. So I've been Britney Spears like three times."
The program's host asked, "So do you sign for her?"
Knightley laughed and replied, "Oh, definitely sign and have a picture. Absolutely!"
The brunette beauty also joked about the time her husband, Klaxons band member James Righton, tried to teach her a thing or two about music.
"I'm married to a rock star," she said playfully. "He tried to teach me how to play the guitar…which nearly ended in divorce and murder. I've never been more angry. If you are married to someone, don't get the other one to teach you to play a musical instrument."