Arnold Schwarzenegger, Hollywood icon and former California governor, speaks to a full house in Calgary on Tuesday.Arnold Schwarzenegger, Hollywood icon and former California governor, speaks to a full house in Calgary on Tuesday. (Jeff McIntosh/Canadian Press)

Former California governor Arnold Schwarzenegger largely stayed away from politics during his first public speech since leaving office.

He gave what amounted to a motivational speech on Tuesday to more than 2,000 people in Calgary who paid $400 a ticket.

He told the audience not to be afraid to work hard or take chances because "if you are afraid to fail, you are a girly man."

He also joked that he has something over other high-profile politicians who have come to speak in Canada — he is the only one to appear naked in a movie and is the only one who can say he "has slept with a Kennedy."

The bodybuilder turned Hollywood action star turned politician is married to Maria Shriver, whose mother was a Kennedy.

Schwarzenegger recently completed the maximum two terms in California.