The Oscar winner was enjoying a break at her remote property in Scotland when police officers arrived at her door and warned her that neighbours had seen a nude man lurking on her estate.
However, Thompson's daughter Gaia soon realised the naked intruder they had seen was actually her mother as she had been skinny-dipping in a nearby river at the time of the sighting.
Thompson tells U.K. TV host Jonathan Ross, "(The police officer) said, 'Oh, hello, I'm sorry to bother you... but we've just had someone ring up to say that you've had an intruder on your land.'
"Picturing immediately an axe man behind a bush, I said, 'Really, when? What sort of an intruder?' 'Well,' he said, 'There was a dog walker coming up through the path, saw a naked man, about 50 years old, coming through your field'. And I was really worried, it was terrifying.
"From behind me, on the stairs, Gaia, in her PJs (pyjamas), was going, 'Wasn't that about the time that you came up from the river, mum?' Because behind the house there's a field and a pond. And there's sheep in the field, but they don't mind if I walk up naked.
"And I thought, 'Oh my God, oh my God'. Making the connection, I could see the same thing happening to the policeman. And I could see him, as he backed off, and I was thinking, 'He's going to go back to the station and he's going to say, 'You see that Emma Thompson? Her t**s must be so low that from a distance they read as testicles.'
"I nearly lifted up my nightie to show that they're not that bad."