The actor, 54, was so curious about the breeds of the rescue dogs he shares with his wife, actress Kyra Sedgwick, and their two children that he set up his very own doggy DNA lab with a kit he purchased online.
"We did DNA testing, which is fun and something that just became possible," he tells PEOPLE. "What you do is swab the cheek of a mutt and you send it in. What comes back is what breeds are in the animal, which is really cool."
Like an episode of The Jerry Springer Show, DNA tests revealed that "playful and loving" Lilly, who often joins Bacon on the set of his FOX thriller, is a Labrador, American bulldog and Boston terrier mix. Rocky, who was found roaming a Brooklyn, N.Y., street by Bacon's daughter, Sosie, now wears his DNA results with pride.
"The strange thing with my daughter's dog, it turns out he's a purebred," he says. "A purebred Staffordshire terrier."
Bacon had so much fun uncovering the secret pasts of his dogs that he gave the gift of doggy DNA analysis to his sister for Christmas.
"She wrote me back this email that listed probably six or seven breeds in her dog," he says. "Her dog's name is William and she said, 'I'm so disappointed to find out about William's slutty past!'"