• Matthew McConaughey didn't want to keep acting in romcoms, so he moved to Texas.
• The "Interstellar" actor rejected a $14.5 million role to star in an action comedy.
• Being able to say "no" is also an important leadership skill.

Learning to say "no" helped Matthew McConaughey explore roles beyond romcoms.

In Wednesday's episode of "Good Trouble" with Nick Kyrgios, McConaughey, 55, said that saying "no" is more important than saying "yes."

"The devil's in the infinite yeses, not the nos," he said.

The "How to Lose a Guy in 10 Days" actor recalled when he was "rolling with the romcoms" in the 1990s and 2000s.

"I was the romcom dude. That was my lane, and I liked that lane, that lane paid well, and it was working," he said. However, the industry was resistant when he wanted to play characters in other movie genres.

"I was so strong in that lane that anything outside of that lane, dramas and stuff that I wanted to do, they were like, 'No, no, no, no, no,'" he recalled.

In response, McConaughey left California and returned to his home state, Texas, with his wife. "I went down there and made a pact with her and said, 'I'm not going back to work unless I get offered roles I want to do,'" he said.

Around two years into his move, he received an offer for a role in an action comedy. The offer was originally at $8 million, but McConaughey rejected it. When the offer was raised to $14.5 million, he said he considered it.

"It was a better script. I mean, it was funnier, I could see myself in this, this might work for you, McConaughey. This might be one to come back and do," he said. Still, he rejected it.

"That was probably what was seen as the most rebellious move in Hollywood by me because it really sent the signal, 'He ain't fucking bluffing,'" McConaughey said.

McConaughey eventually landed roles in drama and thriller movies like "Killer Joe" and "Dallas Buyers Club," the latter of which he won an Academy Award.

"And boy, when those offers came, I was salivating, man," he said. "I just bit on it and went back to back to back, and worked as much as I could, and loved it. I felt every bit of it."

The power of saying "no"

McConaughey is not the only actor who's learned to say "no" for their career.

Paul Reiser recently told Business Insider his advice for fellow actors is to "say yes to everything, except for the things you have to say no to."

"There are career decisions, especially when you're young, you say yes to because you'll gain something from it," the "Stranger Things" actor said. "But I think as I've gotten older, saying no is just as important."

Being able to say "no" is also an important leadership skill.

Warren Buffett, the CEO of Berkshire Hathaway, has been quoted as saying, "The difference between successful people and really successful people is that really successful people say no to almost everything."

Similarly, in his 2014 lecture, "How to Start a Startup" at Stanford University, OpenAI's CEO, Sam Altman, said that the trick to great execution as a founder is to "say no a lot."

"You know, you're saying no 97 times out of 100," he said. "And most founders find that they have to make a very conscious effort to do this."

A representative for McConaughey did not immediately respond to a request for comment from Business Insider sent outside regular business hours.