The "Another Round" star shot the promo in 2015 and was so excited to get the chance to work with the singer, he was determined to pick up a souvenir.
"I just showed up on set and she was super-sweet: 'Mads, finally, here you are,' " he smiles. "I think she had seen something, and she wanted me in it, but she acted as if we had known each other forever."
"She had fake nails with my face on it for the video. To remind her who the b**ch is she's hunting... I've got some of those fake nails. When we were done, I was like, 'Are you done with them? Can I have some of them? I have a few friends who're going to be so jealous when I show them this.' "
Mads admits he quickly became cool in his kids' eyes when he landed the role in the video, adding, "I got a phone call from an agent who asked if I wanted to be in this music video with Rihanna... I was like, 'Why not? That's cool.' "
"When I mentioned it to my kids, my brownie points like... skyrocketed. It was a very chaotic project. I had a great time. And now I'm the b**ch, which is kind of cool."
He has added to his cool points in recent months, replacing Johnny Depp as villain Gellert Grindelwald in the latest "Fantastic Beasts" movie and he has also been cast in "Indiana Jones V", opposite Harrison Ford and Phoebe Waller-Bridge.