The U.K. paper's journalist, Robbie Collin, asked the 44-year-old actor: "Aren’t you worried that this film might perversely end up inspiring exactly the kind of people it’s about, with potentially tragic results?"
Per Collin, Phoenix responded: "'Why would you…? No… no.'" He then walked out of the room.
The outlet reports that over the next hour Phoenix spoke with a Warner Bros. publicist -- the studio behind the film -- "to get things back on track." He eventually returned to the interview, explaining that he panicked because he genuinely hadn't thought about the question before.
It appears the conversation between the two continued on without Phoenix ever answering Collin's question.
“Joker,” which stars Phoenix and Robert De Niro, is a psychological thriller, exploring the backstory of Gotham City's most feared criminal. Phoenix portrays the Joker, whose real name in this version of his story is Arthur Fleck. Fleck spirals into madness after continually being rejected by society.
The controversial film -- directed by Todd Phillips -- has received criticism for both the violence it portrays and the sympathy shown to its main character, according to Vox.
"Joker" is slated for release on October 4.
Reps for Warner Bros. and Phoenix did not immediately respond to Fox News' request for comment.