Kevin Bacon BaconBroke.jpgKevin Bacon is speaking out for the first time since it was revealed that he and wife Kyra Sedgwick were swindled in the alleged Ponzi scheme run by disgraced financier Bernard Madoff.

"There are a lot of things I'm grateful for: my health, my family, my career, my family's health," Bacon told Life & Style magazine.

Kevin said they are trying to remain upbeat, even after losing almost everything.

"We'll march on. We have to. There’s nothing you can do about it. You can't change what happened. Things could be worse. You remember that, and you go on with your life,” Bacon told the magazine.

Bacon said his first priority is to get back to work, so that he and his family can start rebuilding what they've lost.

"I don't have anything lined up right now, but I need to work, for obvious reasons."