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Watch: Phelps wanted to dive with sharks without cage

David Gray / Reuters

Michael Phelps had the opportunity to do some cage diving with sharks as part of Discovery Channel's Shark Week, but as he explained to Jimmy Fallon on Thursday's episode of "The Tonight Show," he was hoping to get even closer to his favorite animals.

The 23-time Olympic gold medalist, who will star in two programs during Shark Week, said he wanted to dive without the use of a cage, but his wife wasn't on board with the idea.

"She said, 'Well, we have a family, I don't know if that's really gonna fly,'" Phelps said of his wife's reaction.

"Phelps vs. Shark: Great Gold vs. Great White" debuts July 23 at 8:00 p.m. ET, while "Shark School" airs July 30 at 8:00 p.m. ET.

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