The 'Prometheus' actress' mother shot and killed her father after he drunkenly fired his own gun into the South African beauty's bedroom when she was 15.
Penn, 53, has credited Theron for helping to change his mind about keeping the weapons in his own home and plans to have them moulded into a unique sculpture, reported E! online.
Speaking on stage at his star-studded Help Haiti Home Gala, the Oscar-winning actor referred to "a strong woman who happens to be from South Africa" but did not mention Theron, 38, whom he recently began dating.
"The highest bidder gets every single one of my guns put in the hands of this iconic artist and sculptor... Koons will decommission and render inactive all of my cowardly killing machines," Penn said.
Theron, who has a two-year-old adopted son Jackson, previously spoke out in favour of tighter gun control in the US and South Africa.
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