Well this was a little strange.

Khloe Kardashian took over for Chelsea Handler on last night's "Chelsea Lately," opening the show with a monologue that skewered brother Rob Kardashian ... and also making an awkward sex joke about the two siblings.

"You may know me as the only Kardashian sister that Chelsea actually likes," Khloe said at the top of the show. "However, most people know me as the sister of fashion icon and sock tycoon, Rob Kardashian."

In case you're not up on your Kardashian trivia, Rob has a sock line called Arthur George.

"Rob's been on my mind a lot lately because we're currently living together," she continued. "And no we're not sexual involved, my bother's nearly not black enough for me!"

Was it a funny punchline? Yes. But did it have to involve "sexual" activities with her own brother? No!

She followed up the monologue with a dance tribute dedicated to Kris and Bruce Jenner, as yesterday was their wedding anniversary. 

"They're kinda separated ... we don't know how to acknowledge it," she said before dedicating the bizarre dance number to her mom and stepfather.

Khloe later had a very raunchy talk with Bob Saget, where she proved she could keep up with the dirty comedian ... and would make a great talk show host someday if she ever wanted to do it!

Warning: Some naughty language below!

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