But that wasn't enough for her kids, she said on Wednesday night's episode of "Jimmy Kimmel Live!"
The award-winning actress was nominated for a Golden Globe, a People's Choice Award, and most recently, an Oscar for her portrayal of journalist Megyn Kelly in the film about Fox News' sexual harassment scandal.
RELATED: Full list of 2020 Oscar nominations
When she didn't come home with a statuette after the Jan. 5 Globes, her two young children were not happy.
"it was a mixture of super sad and also kind of angry, like, 'You didn't win?' ... They were upset," she said. "The little one was like, 'Well I really wanted you to win!' Like angry. My 8-year-old was just pure disappointment, you know."
Theron said now that Oscar nominations were announced, her little ones are "suspicious."
"My oldest just went, 'Well this just sounds like a waste of time," she said.
Don't miss the Oscars live on Sunday, Feb. 9, on ABC. Coverage begins at 4:30 ET | 3:30 CT | 1:30 PT on this ABC station. And catch "Jimmy Kimmel Live!" weeknights at 11:35 ET/PT |10:35 CT.