"What's the one thing people don't know about the two of you?" fellow guest Cynthia Bailey questioned of the pair, who will once again be co-hosting CNN's New Year's Eve Live.
"That we're eskimo brothers," Cohen revealed to confusion and laughs from Cooper.
When Bailey questioned what the term means, Cohen said, "You've got to look it up on Urban Dictionary. I can't even say it on this show."
The slang term refers to when two people have been intimate with the same person.
Meanwhile Cooper, 51, expressed disbelief at Cohen's statement, saying, "I don't know even know if that's true."
"It's true. It's true," Cohen said. "We just found this out a few weeks ago."
Bailey tried to move on with the questions, but Cohen noticed Cooper's obvious embarrassment and discomfort, exclaiming, "Look at that, he's really blushing!"
"I'm like, 'Why did I agree to be on this show?'" Cooper quipped.
Throughout the rest of the game, the duo both said if Cooper was an animal he'd be a sloth and agreed that Cohen is the more likely one of the two to have watched porn recently.
They didn't agree on everything, though! The pair didn't choose the same food that Cohen prefers when he's high and argued about who Cooper would call if he needed to be bailed out of jail.
When Cooper and Cohen played the same game last year, they had plenty of other revelations! Cohen said he's a briefs man, after Cooper incorrectly guessed that his pal wore boxers, correctly guessed that Cooper's biggest fear is "going broke," and revealed that Cooper has the "higher freak number in bed."
When guest Kim Zolciak questioned why the pair never dated Cohen said, "that would be weird," while Cooper described the scenario as "very uncomfortable."
"Andy and I were first set up on a blind date, which never happened because we had a phone call and after two minutes I said, 'I’m not dating this guy,'" Cooper revealed on Live With Kelly back in 2016.
"He broke my cardinal rule… he mentioned my mom within the first four sentences of meeting me," the journalist said of his socialite and fashion icon mom, Gloria Vanderbilt.
Watch the video below for more on Cohen and Cooper's friendship: