Jared Leto Climbs the Empire State Building

Leto added that the experience was "incredible" but "challenging," showing off a cut and his bloody fingers.

"We just put an album out called It’s the End of the World But It’s a Beautiful Day. So it was in celebration of the tour and, you know, doing those things that you aspire to do," he said.

After this week's adventure, Leto hopes to do some more climbing — but elsewhere.