PHOENIX — Former Maricopa County Sheriff Joe Arpaio admits that he made a “bad mistake” by allowing himself to be interviewed by Sacha Baron Cohen as part of an undercover television show.

Arpaio, who is running for the Republican nomination to replace Sen. Jeff Flake, R-Ariz., said that he “couldn’t understand” Cohen, who played a Finnish “unboxing” celebrity named OMGWhizzBoyOMG. The segment aired on Sunday as part of the new Showtime program “Who is America?”

Arpaio says he got particularly confused when Cohen began discussing various “jobs,” President Trump, and golden showers.

“Quite frankly, I made a bad mistake security-wise,” Arpaio said in an interview Thursday night after a town hall, noting that the chat with the comedian took place in August of 2017. “They said, ‘we’re doing a feature for Showtime — the top 20 people in the United States.’ It looked pretty nice [that] I made the top people.”

“They take me to a warehouse type-thing and they had a couple of security guys. I’m by myself in a warehouse, and I was a little suspicious. They didn’t have a greenroom. It was just a warehouse.”

“They had a big-screen TV. He’s from Finland, famous guy,” Arpaio said, adding that on the screen it appeared to show how many people were tuning in, reaching up to 2 million. “I said ‘This guy has to be a famous guy in Finland.’”

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