For when a valuable artefact got smashed at the superstar's home, Sean did what any other cash-conscious Yorkshireman would do - and reached for the glue!
The two actors were working together on new action adventure National Treasure - released in cinemas on Boxing Day - when Sean was invited round to Cage's house for an evening of pool.
"The poolroom is sort of a prehistoric cave and it's full of fossils and the skulls of different animals," Sean recalls.
"I think we both of us had a few drinks and Nic fell over and his pool cue knocked this bear skull to the ground and it smashed to pieces.
"And he wanted to bury it, to return it to the earth or something but I was like: 'No, just get some glue and I'll stick it back together'."
National Treasure sees Sean cast as the film's bad guy, a scheming billionaire determined to get the better of Cage's treasure hunter and get his hands on America's famous Declaration of Independence, alleged to hold the secret to the legendary treasure of the Knights Templars and the Freemasons.
"I've played a few bad guys, including in the James Bond film Goldeneye a few years ago," he points out.
"But I think they're all quite different characters and they're all different bad guys so that's okay with me."
In the past few years the former Sheffield steelworker has worked with some of the world's biggest stars, most recently including Brad Pitt in epic Troy, but none have more of a reputation for eccentricity than Cage.
"I think he's a great guy and weird both at the same time," he says.
"He's really one of a kind I suppose, a unique personality and he was always great to work with, just very good fun and very easy going."
Now one of Britain's biggest stars - he was recently voted the second sexiest man in the UK - Sean admits he still loves working with the film world's biggest names.
"It's completely exciting to me," he says. "I don't feel jaded in any way at all. I mean, what could be more of a rush than working with people who I admire?
"The chance to work with Richard Harris or Peter O'Toole was just amazing and the same with a Jodie Foster or a Nic Cage. You know, these are people that you see when you're a kid or when you're a starving actor and just desperate to get a job."
The one role everybody's talking about at the moment is 007 now that Pierce Brosnan has finally bowed out of the part but Sean doesn't seem in too much of a rush to join the queue of actors wanting to take over as Bond.
"First of all, I think Pierce is really good in the role so I don;t see why he doesn't do one more," he says.
"As to me playing James Bond, well, getting killed as 006 in Goldeneye, I think that sort of puts me out of the picture, wouldn't you say?
"So I think I'm not in the running. Not that I'd mind playing James Bond at all. It's sort of a complete fantasy isn't it?"