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The rocker also plays Andy Cohen's "Plead the Fifth," dishing on the craziest place he's had sex and if he ever hooked up with Madonna.

Lenny Kravitz had both Andy Cohen and fellow guest Gayle King's undivided attention as he played a round of "Plead the Fifth" on "Watch What Happens Live" Wednesday night.

But before he could get to the "easy" part of the night, Andy wanted to talk about something that might have put Lenny in an awkward position. One of the most critically acclaimed miniseries of 2017 was HBO's "Big Little Lies," which just happened to star both Lenny's daughter Zoe Kravitz and his ex-fiancee Nicole Kidman.

Lenny and Nicole dated briefly in the mid-2000s when Zoe was a teenager, so Andy wanted to know if it was weird or awkward for him to find out they would now be working together more than ten years later?

"I thought it was very interesting that they ended up on the same show," Lenny said. "Zoe hadn’t seen Nicole since she was younger, and so it was beautiful that they got to know each other as adults and make this great show together." After a pause he added, "And that’s about it."

Throughout the interview, Lenny proved that he was not about to throw shade at anyone, but it doesn't seem to be a matter of him wanting to be diplomatic. He genuinely seems to hold no real animosity toward anyone and approaches things with a very chill attitude. "Some things just don’t work, but the wonderful thing is that we’re all friends," he told Andy.

Of course, that meant he wasn't going to get ugly when Andy threw him under the "Plead the Fifth" spotlight, but he also wasn't looking to hide anything. Lenny never even considered taking the option of pleading out of an answer, though he wasn't always sure how to answer them.

First, Andy had to know if his and Madonna's friendship ever went to the next level. "It never did," Lenny said. "That's the truth."

He also waffled on calling out the rock artist he was happiest to beat out for the best male rock vocalist Grammy because they're all legends and idols of his. But when it came time to answer the craziest place he ever had sex, the whole show came to a screeching halt.

The problem was that Lenny Kravitz may not think the same way the rest of us do about what does and does not constitute a crazy place to have sex. Finally, after running down several options that Lenny didn't think was all that crazy, fellow guest Gayle King had the solution.

"Tell us where you’ve had sex and we’ll tell you what’s crazy," she suggested. Check out the video above for Lenny's hilarious answer, and see how many of his not-crazy places seem at least a little crazy.

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