McConaughey, who plays strip club owner Dallas on the big screen, said he was unaware that Camila came to watch him.
"I didn't know she was there. She had sneaked in at the back and I'm glad I didn't know because I would have been even more nervous than I was. But I got it done and she enjoyed it. She gave me the thumbs-up," he told Britain's Daily Mirror newspaper,
"It was nerve-racking to dance in front of everyone live. Then having to strip down was even more nerve-racking. The biggest challenge wasn't the dancing, it was the tiny thong. It's a huge leap of faith to trust a thong and it's your only protection up on stage. When I first tried it on, I was trying to get myself into every position possible to see if enough of me was covered."
The script didn't originally call for McConaughey to strip, but he couldn't resist the once-and-a-lifetime opportunity to try his hand at erotic dancing.
Matthew and Camila wed last month. The couple announced this week that they are expecting their third child.