The 33-year-old actor tied the knot with Hannah Bagshawe last year in December.
"When you're filming you have to take off these things and I actually lost my wedding ring so this a new wedding ring that is being worn. I was pinning it to my costume every day and one day it disappeared," Redmayne said.
The "Theory of Everything" actor admitted that it was not easy for him to tell it to his wife, reported E! online.
"I sort of skirted around it, but anyway I like the new one," he said.