The 68-year-old, who performs topless, typically sleeps in the nude and his wife Nina feared he would give Josh and the other members of their new supergroup, Post Pop Depression, a shock if he forgot to cover up while they were all holed up together at the Queens of the Stone Age's home in Joshua Tree, California last year (15).

"Before I made the trip, my wife was worried about that (his nakedness) so she bought me some pyjamas," he told U.S. talk show host Stephen Colbert. "She said, 'You don't want people there to see you walking around (naked).' I had some footed pyjamas and then I brought some French long johns as well - she chose them..."

Iggy wasn't the only one who benefited from the thermal sleepwear: "I shared those (long johns) with Dean (Fertita), the guitar player, so we bonded. He got into my long johns!"

And Dean's Queens of the Stone Age bandmate Josh admits it was an interesting experience living with the punk veteran.

"I'm such a huge fan, and to be a huge fan of Iggy and to see him in the morning in a kimono... it's just enough to leave something to the imagination, and I've got a really good imagination!" he said.

Josh reveals the group, which also features Arctic Monkeys drummer Matt Helders, found it easy to keep the jam sessions under wraps while secluded in Joshua Tree, and the relaxed environment allowed the rockers to experiment creatively.

"It's easy to keep a secret when there's no one there to tell," he explained. "It's lovely because you have a chance to sort of make mistakes and figure things out and find your own path, and when you make a record and nobody is aware that you're doing it, you're kind of making it for each other and you're kind of there to excite and dazzle each other."

Post Pop Depression will release their self-titled album in March (16), before heading out on a tour.