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"I already have a shotgun underneath my bed," he joked to PEOPLE on Friday at a bash celebrating his Toronto International Film Festival movie Ghost Town, sponsored by Hollywood Life magazine. "It's not loaded though, I want to point out."
Kinnear, 45, says that growing up with only brothers, watching his two girls act like sisters has been especially rewarding – and he's had some interesting social experiences as a result.
"I went to a Wiggles concert not too long ago – got down with them," he laughed. "The truth is, they don't watch a lot of TV. What I feel most protective of at this point is keeping them isolated from ... pop culture. I just want to allow that innocence to drag out a little bit further."
To make his point, he added with a grin, "The best dollhouse we ever built was out of a cardboard box."
JOSH & FERGIE: ROCKED BY SCANDAL
Did he cheat with a stripper?
Married less than a year, the couple denies an Atlanta woman’s claims that she and Josh had a fling
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