Rudy Giuliani called the police after Sacha Baron Cohen tried to prank him

Giuliani said: "This guy comes running in, wearing a crazy ... what I would say was a pink transgender outfit.

"It was a pink bikini, with lace, underneath a translucent mesh top, it looked absurd. He had the beard, bare legs, and wasn't what I would call distractingly attractive."

Giuliani didn't immediately recognise that it was the 'Borat' star. But the comedian decided to flee the scene as soon as he called the police.

He told the New York Post newspaper's Page Six column: "This person comes in yelling and screaming, and I thought this must be a scam or a shake-down, so I reported it to the police. He then ran away."

Giuliani felt quite proud of himself because he wasn't tricked by Sacha.

He said: "I only later realised it must have been Sacha Baron Cohen. I thought about all the people he previously fooled and I felt good about myself because he didn't get me."

And despite the surreal incident, Giuliani has admitted to being a fan of the comedian

Giuliani - who was New York City's Mayor between 1994 and 2001 - shared: "I am a fan of some of his movies, 'Borat' in particular, because I've been to Kazakhstan.

"[Adopting a Borat accent] 'She is my sister. She is number four prostitute in all of Kazakhstan.' That was pretty funny."