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Actor and filmmaker Sean Penn joined "Hannity" Tuesday for an exclusive interview, after having spent time in Ukraine filming a documentary with President Volodymyr Zelenskyy and military forces.

Penn said he was in Ukraine in November, 2021 - months before Russia's invasion - to make a documentary to show Americans "a sense of Ukraine and a profile of [President Zelenskyy]." 

Penn added he, like many others, questioned whether Putin would actually invade Ukraine. 

"What didn't happen, therefore, were the preemptive sanctions on enough of a dramatic level before [Putin] was so deep in that the humiliation wasn't going to let it stop," Penn said.

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Sean Penn joins Sean Hannity to discuss Russian invasion of Ukraine

Sean Penn joins Sean Hannity.

Penn recounted how about a week before Russia invaded, he and his crew met with Zelenskyy for the first time and ended up documenting footage in the early days of the deadly assault.

"And I don't know that there's a person on Earth who could know that they were born for such a day, that they could rise to it," Penn said of Zelenskyy.

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Ukrainian President Volodymyr Zelenskyy walks in Kyiv.

Volodymyr Zelenskyy (AP)

Following the invasion, Penn and his crew were able to spend time with President Zelenskyy, who he said showed "extraordinary courage."

"It is clear to me that the Ukrainians will win this. The question is, at what cost," Penn added.

Sean Penn

Sean Penn (Mike Coppola/Getty Images)

"Here's what we have to know," said Penn. "The Ukrainians are fighting to win. And they're fighting to win for the very thing that we're able to do right now. To be free, to dream. And that is what we say we represent as Americans."

"Let them fight it to win it, because they will," he added.