The longtime actor and activist, who has starred in hit films "Y Tu Mama Tambien", "Rogue One: A Star Wars Story", and "If Beale Street Could Talk", makes the admission in his new Spanish-language show, "Pan y Circo" ("Bread and Circus"), which debuts on Amazon Prime on Friday (7Aug20).
Luna gathers a variety of expert voices around a dinner table to tackle several difficult topics from a Mexican perspective, including femicide, drug prohibition, immigration, identity and racism.
In an interview with The Guardian, he admitted the episode on identity - made amid the growing awareness of systemic racism in Mexico, and the U.S., but before the recent global Black Lives Matter protests - was revelatory for him.
"It confronted me. I sat down and said: 'Well, I'm not a racist, but by listening to these people I realised how much I benefit from a racist system, how much I've benefited my whole life," he told the publication. "If you say that, wherever you live, you're not in touch with gender violence, if you say that, where you are in whatever community you live in, there is no show of racism ... if you say that migration is a local issue, or an issue of Latin America, I think you'll be missing a lot."
Luna insists the subjects broached in the show are universal, and he aims to bring people to the "centre of the table," where they can examine their own beliefs and deeply-held prejudices, and maybe learn to appreciate others' viewpoints.
"To actually be ready to do something, you have to first let the transformation happen in you," he explained. "What is clear is that, today, we have all learned to interact or co-live with levels of violence, of injustice, of inequality, of corruption, of impunity that are horrible. And we accept that this is something that can be real, that can be, in fact, our present. How do we adjust this in our heads so that we don't get frustrated, or affected by it, we manage to keep going."