Yes, he was being facetious, but the journalist and "obsessed" fan of the HBO show definitely geeked out when he got to do some in-depth coverage on it for this weekend's "60 Minutes."
Appearing on "The Late Show with Stephen Colbert," Cooper explained that the host even once referred to him as "the White Walker of cable news," a comment that apparently inspired the creative team at "Game of Thrones" to turn him into one of the icy bad guys.
The process took four hours in the makeup chair, which was also documented for the CBS special.
Speaking with Colbert, the two bonded over their love of Kit Harington's Jon Snow.
"I heard you had a little man crush on Jon Snow," said Cooper. "Little?" responded Colbert, "He is adorable. He's so cute."
Cooper agreed, saying, "I couldn't really pay attention to what he was saying. Every cut away in the interview, I'm like this [looks lovingly]." He then joked they had to reshoot all their cutaways to look like a more serious journalist.
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Later in the interview, Colbert also asked about a recent photo he took with BFF Andy Cohen and the "WWHL" host's newborn son, Benjamin (above).
"If you look closely at Benjamin's face in that picture, he has amazing side eye. He's very judgy," said Cooper. "In general, I think babies are very judgy, but he's particularly judgy."
Anderson then joked it's time for Benjamin to join them on their tour. "The kid has been freeloading long enough," he said. "It's been 2 months, it's time to monetize him, it's about time he contributed."
Cooper added that he's speaking from experience, as he was a child model himself.
Anderson's "Game of Thrones" report airs during Sunday's new episode of "60 Minutes" on CBS.