Fred Willard said his recent lewd conduct arrest at an adult movie theater was "very embarrassing" but insisted he did nothing wrong.

"It's the last time I'm going to listen to my wife when she says, `Why don't you go and see a movie?"' Willard said during an appearance Thursday on Jimmy Fallon's NBC show "Late Night."

The 72-year-old actor and Fallon cracked racy jokes about possible titles for the movie that might have been playing when Willard was arrested July 18 during a routine check by police at the Hollywood-area theater.

Then the conversation turned serious for Willard, whose credits include the movie "Best in Show" and guest roles on "Modern Family" and other TV shows.

"Fred, I know this must be a tough time," host Fallon asked.

"It's very embarrassing. It's as embarrassing as hell," Willard replied. "But let me say this: Nothing happened. I did nothing wrong. Everything is being sorted out as we speak."