The 39-year-old, who is famous for his role in 2000 blockbuster 'Gladiator', said he tries his best to shun the cameras, reported Contactmusic.
"Celebrity is so not part of my life. If I'm walking around and somebody comes up with a camera, it terrifies me," Phoenix said.
"I can imagine that if you are Johnny Depp, for years you've had such a level of fame that you are somewhat accustomed to it and you expect it when you go out," he added.
"I've managed to avoid it to the extent where I sometimes get trapped in situations that I don't know how to deal with. I feel overwhelmed. But I'd rather be overwhelmed in these moments and enjoy my life privately. I've been able to have the life I want," he said.
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Phoenix is convinced he has managed to lead a more "normal" life compared to his fellow stars.
"Compared to other people in the business I do live a normal life. I can't get off set and away from it fast enough. I leave and I don't talk to anybody in the business at all for a couple of weeks. I hate the beach. I don't like travelling," he added.