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The monarch, 76, made the admission in an upcoming documentary, titled The King, which will be released next month to mark his Golden Jubilee, Swedish newspaper Dagens Nyheter reported.
The Royal Court of Sweden has shared a new image of the monarch, 76, which was taken in the Royal Palace of Stockholm's Hall of State.
Multiple scandals have rocked Europe's royal households throughout the recent decades that they most likely won't want discussed around the dinner table.
The current King of Sweden, 76, will be the focus of the six-part production, which will air at the end of this year and has tentatively been titled Monarki (meaning monarchy in Swedish).
For years, King Carl XVI Gustaf of Sweden's only acknowledgement of a racier world was the stable of fast cars he enjoyed driving.