Former "Real Housewives of Orange County" stars Gretchen Rossi and Slade Smiley didn't know that they got pranked by Sacha Baron Cohen for several days -- They just knew they went through a very weird and very scary experience, and there was little explanation.

In fact, it was a former UFC star who told them the truth.

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"We got punked so bad by Sacha Baron Cohen," Gretchen told Page Six. "I don't know, but we think it's for maybe, possibly his new movie. We were reached out to by this production company that basically said … we're doing this series for Israel that's all about … security and protecting yourself as an American celebrity."

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Slade said that he and Gretchen were pitched the idea of the production company "[bringing] in an Israeli Mossad agent to teach you some self-defense moves and check the security of your home."

The couple agreed, but said they would do it at a rental property, not their actual home.

"The second we walk through the door there's two Mossad agents holding guns to each other's heads," Gretchen said. "They punked us for four-and-a-half hours! You would not believe the stuff they were asking us to do — the weirdest, creepiest, funniest stuff, but at the time it wasn't funny. We literally thought they were going to kill Slade!"

Gretchen told Page Six that she was legitimately interested in learning self defense. However, things took a terrifying turn for her when she said she was asked, "When Slade is dead, how soon do you start dating?" Sasha, while in character, even brought out zip ties as part of the prank, or the "training."

As he is so good at doing, Sasha, who was well disguised, didn't break character, nor did his team.

"I was freaked out. I was crying — I was hysterical coming home," she said.

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The former reality TV star said she called the production company for a thorough explanation about the experience but got radio silence.

"For two days we had no idea that this had really happened," Slade said. "We went to a magazine photoshoot and Tito Ortiz was on the shoot. And we were talking about things, and he was like... 'I think I was punked by Sacha Cohen.' I go, 'What do you mean?'… and he started describing exactly what happened to us."

Now that Gretchen knows the truth, she said there are no hard feelings.

"He needs to win an Oscar for his performance," she said, "incredible!"

Photo by Jeff Kravitz / FilmMagic / FilmMagic

Sasha, who pranked others while starring in "Borat" and "Bruno," is currently under fire for allegedly paying disgraced football star O.J. Simpson $20,000 to appear in a prank film.