After showing the tape at the Edinburgh International Television Festival, Gervais joked about Law's fling with his nanny.
He told the audience: "We were beginning to think we were the only thing he said no to."
Gervais confirmed he was talking to Madonna and Brad Pitt's agents about appearing in the next series, which has been commissioned by BBC2. But he said the Hollywood stars were not as important as the regular cast.
He said: "I'm much more excited in (the characters) Darren, Maggie and Barry from EastEnders.
"In 10 years' time it won't matter that Madonna turned up. Hopefully they will remember these characters. That's more important to us."
Gervais predicted Extras would occupy another two or three years of his life.
