"I love to dance," he told PEOPLE Monday night at the Manhattan premiere of his new movie, Jersey Boys, directed by Clint Eastwood.
His costars were more than impressed when they saw him show off his celebrated moves on set. "Chris Walken dances his butt off," says Kathrine Narducci, who plays Frankie Valli's mother in the movie version of the hit Broadway musical about the Four Seasons' rise to fame. "He's good!"
Walken, who trained as a musical theater dancer before moving onto the silver screen, steals the show in the last scene of the movie, in which he plays mobster Gyp de Carlo.
"He is an amazing dancer," says Mike Doyle, who plays the band's manager. "We were all in character shoes so our feet were killing us. He said, 'My feet aren't killing me at all.' He had more takes in him than anybody else."
While Walken can sometimes have an intimidating – read: scary – onscreen presence, as seen in such films as The Deer Hunter or Sleepy Hollow, he loves to show off his smooth moves and sense of humor whenever he can.
Walken became an Internet sensation in 2001 in the Spike Jonze-directed clip for Fatboy Slim's "Weapon of Choice," where he sashays, shimmies, kicks and twirls on table tops, across a lobby and up and down an escalator.
He's also showed off his dancing prowess in movies like Pulp Fiction, Wayne's World 2, Man on Fire and even The Deer Hunter, while movie buffs still remember his fantastic dance in the 1981 cult film Pennies from Heaven.
Cast members couldn't wait to see what he was going to do in Jersey Boys' final dance scene. "That was the big thing on set," says Joseph Russo, who plays Joe Pesci. "We were all like, 'He's gonna dance! He always dances!' He was down for anything. He was game. It was actually a lot of fun."
But even dancing pros like Walken can still learn a thing or two.
"I taught him a little something," says Donnie Kehr, who plays a loan shark. While rehearsing the final dance scene, "Chris said, 'What's this snap thing?' I said, 'Let's do it.' I showed him a few tricks in that particular part of the choreography. I said, 'You can snap or not snap.' I said, 'If you choose to snap, this is what you do.' He watched me and said, 'Okay, okay … He picked right up on it. He was great."
Jersey Boys opens in theaters on June 20.