Conan also found it uncomfortable to learn that he couldn't wear his jeans at the establishment. "I've never been naked before," he joked.
Stripping down to absolutely nothing, the men's first stop was a dip in a hot pool which caused both of them to squeal.
But it was when Conan jumped into a cold tub and later got a full body scrub that made the trip worthwhile. "This isn't funny Steven," Conan yelled at the AMC star. "It really hurts!"
Taking his discomfort out on a spa employee, the host quipped, "These are freckles. They stay on!"
Leave it to Conan to make a relaxing spa day, a hilarious adventure.