He told Bang Media International he used to attend Spiritualist meetings regularly.
He said, "I used to go the Sir Arthur Conan Doyle Spiritual Society and listen to mediums as they shared the intimate goings on of the recently deceased with their loved ones".
This all happened 20 years ago when he was filming Air America.
On the movie website Rotten Tomatoes he states: "It was a curiosity. I was a kid. By the way, I don't believe in it or not believe. It is what it is, and there are certain realms of activity where you can get information".
The actor believes his interest makes him share a bond with Sir Arthur Conan Doyle, who wrote the Sherlock Holmes stories, as the author was, as Downey put it, "fascinated by Spiritualism".
"Doyle was a serious Spiritualist," he said. "He was in touch with a lot of intuitive folks".
Sherlock Holmes is currently showing in cinemas nationwide.