"No I don't have a sex tape and I'm kind of upset that I don't. You know why? 'Cause I'm really good," the 37-year-old joked.
The former model also revealed a fondness for ladies in her past! "Me being a Playmate? Of course. Being around naked women, something is going to happen," she responded when asked if she was attracted to the same sex. "Yeah, I've played around," she added.
McCarthy continued: "I mean, mind you, as we get older, I've noticed, now being 37, I'm much more horny than I was in my 20s."
Talking to Oprah earlier this week she told her why she and long term boyfriend Jim Carrey had split.
"You know, the simple word I can give – and there's a few, so let me say a few. The first thing is, when it's not fun anymore, you need to start investigating and do an inquiry into the relationship."