Theron and Penn reportedly began their relationship in 2013, before calling it quits in 2015. In that same year, Theron told Esquire that she and Penn had been friends for 20 years: "I think our friendship stemmed from mutual respect — more on my end because I really didn't have a body of work twenty years ago, but my love and passion for making films — that was our common ground. And also, Sean liked to have conversations outside of just making movies. That's sometimes hard to find among friends here, and that's where our friendship really blossomed."
She continued, "I enjoy being set up on dates but I don’t know if I’ll ever be able to live with somebody again. To be totally frank, they might have to buy the house next to me. I don’t know if I’m going to be able to deal with that ever again, I’m too old for that shit."
In 2019, Theron admitted that she wanted someone to "grow a pair and step up” to asking her out on a date.
“I’ve been single for 10 years. It’s not a long shot. Somebody just needs to grow a pair and step up,” the actress told Entertainment Tonight at CinemaCon in Las Vegas. “I’m shockingly available.”