VIDEO: Sacha Baron Cohen Chose to Screen His New Movie for Kanye West and the Kardashians Because They Represent an 'Average American Family'

03/03/2016 AT 11:25 AM EST

Sacha Baron Cohen wanted to get an "average American family's" reaction to a scene from his new movie – so he played it for the Kardashians, naturally.

During an appearance on Conan Wednesday, Sacha Baron Cohen told host Conan O'Brien that he played a scene of his new, film The Brothers Grimsby, for the Kardashian-West clan.

"I know Courteney Cox … I said to her, 'listen … I'm an English guy and I want to get the reaction of an average American family,' " he said. "So she brought the Kardashians over to my house – with Kanye West."

Cohen filmed West, Kim Kardashian, Kris Jenner, Kourtney Kardashian and Corey Gamble watching the scene.

The group appeared amusingly shocked.

"Oh my God! Man, that is classic," Gamble declared, as everyone erupted in laughter.

"Who even thinks of this?" Jenner asked as the others covered their mouths and West shielded his eyes.

Gamble answered: "Sacha!"

Kardashian West shared a video clip of the movie night, noting in the caption that the full reaction video is on her app.
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