The actors, who appear in new film Spider-Man: Far From Home, were being interviewed when they were asked to make the pick omitting both Spider-Man films.
Tom Holland and Jake Gyllenhaal have named their favourite film from the Marvel Cinematic Universe.
Spider-Man: Far From Home serves as a direct sequel to Endgame, the ending of which Holland spoiled for viewers of The Graham Norton Show last week.
Without a beat, Holland said: “I like Thor: Ragnarok” with Gyllenhaal chiming in: “I was just about to say that.”