"Everybody really looked up to her to lead and she really came through," says Jonas about his girlfriend

By Melody Chiu
Updated October 16, 2015 04:30 PM
Credit: Dimitrios Kambouris/Getty Images for Global Lyme Alliance

Gigi Hadid is known for killing it on the runway, but turns out the supermodel’s been hiding a secret talent: directing!

The star co-directed DNCE‘s new music video for “Cake By the Ocean” with Black Coffee, and lead singer Joe Jonas tells PEOPLE his girlfriend was a total pro on set.

“It was her idea for the video and we were like f— it, you should do the video, and she just ran with it,” Jonas, 26, told PEOPLE Thursday at the Disaronno Wears Cavalli launch at Milk Studios.

The colorful music video debuted exclusively on EW and features the Fat Jewish getting pelted with sweets as he battles to become the “cake fight champion.”

“She had a megaphone. She was a badass. Everybody really looked up to her to lead and she really came through and showed us that she could do it,” says Jonas of Hadid, 19, who dressed all the females featured in the video in GUESS swimwear.

Earlier this month, the cute couple made their first red carpet appearance at the Global Lyme Alliance inaugural gala to support Hadid’s mother, Yolanda Foster, who was being honored for her Lyme disease advocacy work.

“Every song I’m a part of in some way and I co-wrote and the band plays on as well,” the star says of his new music. “It’s really great and exciting to finally get back to the grind.”