In anticipation for her newest film "Whisky Tango Foxtrot," Margot Robbie stopped by "The Tonight Show Starring Jimmy Fallon." While on the show, the actress played a game of The Whisper Challenge with the host and made an embarrassing confession: she once confused Prince Harry with Ed Sheeran at a party.

The incident happened at model Suki Waterhouse's housewarming party, which included a photo booth. Robbie said that when she arrived at the party, she helped a guy carry an armful of things into the party before they went into the photo booth together. Turns out, the mysterious man she took a picture with was Prince Harry.

"That's Prince Harry," Fallon screamed when Robbie was done telling her story. "What are you talking about, you don't know Prince Harry? He's the coolest!"

"He wasn't wearing a crown," Robbie said to "The Tonight Show" host. "I don't know it's a prince."

In the picture of Robbie and Prince Harry, the royal was wearing a pair of green glasses, something that made the actress confuse the ginger-haired prince with singer Ed Sheeran.

"He got really offended," Robbied confessed, "he was like 'shut up!'"

After her interview, the "Suicide Squad" actress and native Australian stuck around to play the popular "Tonight Show" game, The Whisper Challenge. In The Whisper Challenge, Fallon and his guest take turns wearing noise-canceling headphones while the other person says a word or a phrase. The person wearing the headphones has to guess the word of phrase the other person said.

Robbie put on the headphones first and tried to get Fallon's clue of "Reese Witherspoon," but the actress did not get it and continued to struggle for the rest of the game.

"This is so hard!" Robbie exclaimed.

At one point in the game, she even thought that Fallon was trying to say "llama show" and "llama shoe" instead of "Labradoodle." After multiple tries, Robbie was finally able to guess "Labradoodle" correct, which inspired the actress to jump up and down in her seat as Fallon ran around "The Tonight Show" studio for a victory lap.

"Whiskey Tango Foxtrot" also stars Tina Fey and opens in theaters on March 4.