The 'Terminator' legend's ex-wife Maria Shriver warned him about the steamy scene, but the Hollywood legend - who also has Katherine, 30, Christina, 28, and Christopher, 22, with the author - says it was still "wild" to watch.
Heaping praise on Patrick for landing the starring role in the upcoming mystery/thriller Daniel Isn't Real, the 72-year-old told Fox LA: "His acting was so extraordinary, he's so talented and all of a sudden there's this sex scene. It was wild.
"I remember my [ex] wife called me the day [and] she said, 'I just saw Patrick's movie. It's unbelievable, and I'm sitting there and he didn't tell me anything about it and all of sudden, there's his naked butt there having a sex scene.'"
He added: "It's really an experience and a half. 'm just proud because he's doing another movie. He's really working his way up and getting the starring roles."
Arnold - who also fathered a son, Joseph, now 22, with their housekeeper - added that he is "proud" of all of his kids.
Meanwhile, Patrick previously said he'd like to star alongside his father in a movie one day.
The rising star landed his first leading role in romantic drama Midnight Sun opposite Bella Thorne last year.
And Patrick is looking to prove he doesn't just have a famous name and is a talented actor in his own right. So at the moment, he wants to avoid working with his dad - but one day he hopes they can appear on screen together.
He said: "Nothing's easy in this life. My dad can tell you that firsthand. Lots of roles I haven't gotten but I don't complain. I just work ... He's very supportive. This moment, I'm deliberately veering away from my dad. Not trying for any of his movies. Hopefully one day I can be with him, but for now I'm doing what's called working your a** off."