Jake Gyllenhaal 'Started to Tear Up' Thinking About Sister Maggie Potentially Winning an Oscar

"I was just amazed and beyond proud of the movie she made," Jake Gyllenhaal tells PEOPLE of sister Maggie in this week's issue, on newsstands Friday

Jake Maggie Gyllenhaal
Maggie and Jake Gyllenhaal. Photo: Monica Schipper/Getty

Jake Gyllenhaal is one proud brother!

The 41-year-old Ambulance actor discussed sister Maggie Gyllenhaal's awards acclaim as he chatted for One Last Thing in this week's issue of PEOPLE, saying he was surprised at his own emotion when thinking about her potentially winning an Oscar.

"Someone asked me before my sister was nominated for an Academy Award [for Best Adapted Screenplay for The Lost Daughter] if I thought I would cry if she won. And as I said no, I started to tear up," Jake tells PEOPLE.

"I was just amazed and beyond proud of the movie she made. And then the response to it, just extraordinary," he adds. "She just did something so honest."

While Maggie, 44, didn't end up taking home the trophy — it went to Sian Heder, for CODAthis year marked her second Oscar nod. Back at the 82nd Academy Awards, she was nominated for Best Supporting Actress, for her role in 2009's Crazy Heart.

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Jake Maggie Gyllenhaal
Maggie and Jake Gyllenhaal. Amy Sussman/WireImage

Jake also tells PEOPLE that he picked up a hobby during the COVID-19 pandemic that "many, many other people" also got into: baking sourdough bread.

"I discovered that I can't let my sourdough starter die," he says, admitting that despite his early ambition, he "only made bread once over the past three months."

"It's like a Tamagotchi," Jake jokes.

RELATED VIDEO: Maggie Gyllenhaal Talks Being "Honest" About Motherhood with The Lost Daughter

In Ambulance, Yahya Abdul-Mateen II plays veteran Will Sharp, who is desperate to cover his wife's upcoming surgery. He turns to his brother Danny (Jake) for a loan, only for Danny to offer him the opportunity to score millions in exchange for his help in robbing a bank. They're then on the run after taking control of an ambulance.

And filming the Michael Bay-directed action-thriller was the last time Jake got injured — albeit on a relatively small scale.

"Injured my pinky while I was filming Ambulance," he says. "I kept slamming it into the same wall on a stunt where we have a fight inside of the front of the ambulance with me and Yahya."

"A serious injury," he jokes.

Ambulance is in theaters Friday.

For more from Jake Gyllenhaal, pick up the latest issue of PEOPLE, on newsstands Friday.

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