The 'Sucker' group got back together earlier this year and though it had been under wraps for several months, the 31-year-old star was horrified when his five-year-old daughter - who he has with wife Danielle - let slip their plans to her ''whole class''.
Appearing on 'The Tonight Show With Jimmy Fallon', Nick Jonas said: ''We were trying to keep it a secret for basically a year.
''We were making this documentary ['Chasing Happiness'], making the album. And we're like, 'We got this on lock. No one's gonna tell.'
''Kevin comes home and says, 'Guys, Alena told her whole class'... Luckily, those five year olds [were] tight-lipped.''
Kevin, 31, admitted ''they kept the secret'' much better than Alena did.
He added: ''She did tell her entire school that the Jonas Brothers were coming back -- before the Jonas Brothers were [officially coming back].''
Meanwhile, the band- which is completed by their other brother Joe - famously fell out, leading to their split in 2013 but they insist there won't be any ''second-guessing'' anymore and no more secrets.
Joe previously said: ''Yeah, we got a do-over, and I think this time around we're gonna do it right. There's not gonna be secrets between us. There's not gonna be second-guessing. We're not gonna be sitting around trying to call it off. We're gonna just keep this thing going.''
And despite how hard it was at the time, the band think they were ''supposed'' to go through everything in order to get to where they are now.
He explained: ''We definitely were supposed to go through all of what we went through to get to this point. I think it was, it was kind of, I guess you could say destiny, whatever it may be, but yeah, we got a do-over, and I think this time around we're going to do it right.''
His new album Underneath It All is out now.