The 44-year-old "The Leftovers" actor, who tied the knot with Aniston in August, revealed his near death experience on Live with Kelly and Michael show, reported People magazine.
The actor revealed how he went down ten feet after looking at the "pretty fish" and the coral, and the following day was joined by some friends.
After heading out on a boat, they were given a different scuba instructor from the one they had had on a previous day.
He tried to give the designated hand motions to inform his instructor that he needed to go up to the surface, the instructor told him to just keep swimming.
Also Read
"I look down and I think 'I'm really deep in the red,'" he said.
When Theroux swam over to his instructor a second time, he finally realised the inherit danger the actor was in and quickly attached Theroux to his emergency respirator.
"Why are we doing that? Why are we doing an emergency when earth is up there?," he questioned.
But he later learned that the instructor couldn't bring the group back to the surface quick enough as they were far from the boat and it would have been too dangerous to swim back again.