The businessman, who is worth an estimated $3.5 billion (GBP1.95 billion), left eBay to create Participant Productions and make socially-conscious films.
In addition to North Country, the company has also funded George Clooney's GOOD NIGHT, AND GOOD LUCK and documentary MURDERBALL.
Theron says, "Jeff said he's made his money and he wanted to do something that makes him feel good and is not just arty so nobody's going to see these movies.
"He's showing that these kinds of films are financially viable."
Despite her fondness for Skoll, the MONSTER star admits she has never "eBayed" and says, "I'm technology illiterate. I still look at a fax and go, 'Wow!'"