The 27-year-old actor - who plays Jerôme in the risqué drama about a woman's erotic journey from birth to the age of 50 - asked director Lars Von Trier if he could put a filming device on his manhood while shooting the sex scenes to give viewers the "full experience".
An insider told the New York Post newspaper: "Shia had wanted Von Trier to put a camera on his penis while filming, so that audiences could have the full experience."
However, the cheeky close-up would have been too much for the audience and his co-stars, so the idea was scrapped.
Meanwhile, it is believed the star's recent antics - including showing up to the film's premiere wearing a paper bag over his head and pulling his own tooth out to get into his role for Fury - could be costing him potential parts in upcoming movies.
However, insiders insist his erratic behaviour is all part of a "performance art" hoax.
The source said: "Everyone who knows Shia is in on the joke. It's all part of an act."
Shia launched in his own free week-long art show titled #IAmSorry at the Cohen Gallery on Beverly Boulevard, Los Angeles, on Tuesday, where he sat in silence with his famous paper bag with the words "I Am Not Famous Anymore" on his head.
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