Oh wait, he did and it was hilarious. When asked about it he said: "No. Impossible. Because I'm a black man. I have so many other things to be fearful of. A clown is not going to scare me. I'm not afraid of clowns."
But of course, he was proven wrong when a clown - resembling Pennywise from the 2017 IT film - jumped out a box.
In his defence I think anything jumping unexpectedly out of a box would be enough to give anyone a sudden fright.
Diddy being Diddy, he's reacted to his minor pre-Halloween scare in the best way possible - he posted a lip-sync dance video on Twitter:
He didn't just post a video on Twitter, he added a comment saying: "Who's afraid of clowns?"
In the oddly hilarious video you see, who we can only assume to be, P Diddy in his own Pennywise costume dancing through the hallway of his home - it's definitely one of the strangest Pennywise moments we'll have of 2018.
Diddy cracked out some of those classic moves, like the Diddy bop, all while dressed as the horror character along with three of his friends - who also got into the Halloween mood, dressing up as their own characters to dance along in support of their friend.
People on Twitter have loved this response, with one person saying: "Love this video. Been watching since. Live life to the fullest."
Another commented: "That's how you do it! Face your fears!"
A third person tweeted: "Diddy you are something else, you was clowning it lol."
One person was more interested in one of Diddy's friends, who looked like he featured in the uncut version of Robbie Williams' 'Rock DJ' music video.
They commented: "I'm mad the body inside out person didn't get more shine." Umm, okay?
Whether Diddy is actually scared of clowns or not is still ultmately unknown to us - he may have just been shocked by someone jumping out of a box, rather than the costume - but what we do know is that he can laugh at himself. And he'll bust a move while doing so - you dance Diddy, show 'em all!
Featured Image Credit: Diddy/Twitter