"I just didn't believe love was a real thing," Bobby Bones says in a PEOPLE exclusive clip from Monday's Running Wild with Bear Grylls, in which he and fiancée Caitlin Parker brave the Sierra Nevada

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Bobby Bones is getting ready to walk down the aisle with fiancée Caitlin Parker — but first, their relationship is braving the elements.

The radio host, 41, and his wife-to-be open up about falling in love as they visit the Sierra Nevada in PEOPLE's exclusive sneak peek at Monday's episode of NatGeo's Running Wild with Bear Grylls. "The last time you and I sat around here, we talked about how I had been — not only just single, but I just didn't believe love was a real thing," he tells Grylls.

"I'd only seen it on movies or read about it in books," Bones continues. "And if you've never experienced it, you start to go, 'Either something's wrong with me, or everybody's lying.' And so I met her and then it was just like a recharge inside of me. And for me, that was really one of the best things that's ever happened to me."

Bobby Bones and Caitlin Parker, Bear Grylls
Caitlin Parker and Bobby Bones
| Credit: Ben Simms/National Geographic
Bobby Bones and Caitlin Parker, Bear Grylls
Credit: Ben Simms/National Geographic

Parker, 29, explains that she and Bones met through a mutual friend. "She didn't even want to go out with me," Bones chimes in. "Let me be honest for a second. Someone like her, look at her. Look at me. This is a mismatch. Let's be honest here."

Grylls assures the Dancing with the Stars champ of his qualities, offering some words of wisdom. "More importantly than that, your character is beautiful," he says. "I just think you haven't had enough people remind you in your life."

"Well for the first time ever, she tells me that and I believe her when she says it," Bones says. "And that's a real gift that I've been able to accept."

Bobby Bones and Caitlin Parker, Bear Grylls
Bobby Bones, Bear Grylls and Caitlin Parker
| Credit: Ben Simms/National Geographic
Bobby Bones and Caitlin Parker, Bear Grylls
Bobby Bones, Caitlin Parker and Bear Grylls
| Credit: Ben Simms/National Geographic

Bones popped the question in October at his Nashville barn. He had Mat Kearney perform the couple's song "Nothing Left to Lose," which she said was playing at his concert during the moment she knew Bones was the one. "I am the luckiest. I waited so long for the right one. And it [paid] off," he wrote at the time.

RELATED VIDEO: Bobby Bones Engaged to Girlfriend Caitlin Parker: 'I Get to Marry the Love of My Life'

Bobby Bones
Caitlin Parker and Bobby Bones
| Credit: Hannah Hall

They recently told PEOPLE that their dogs Stanley and Eller will play a role in the wedding. "Well, we think so. We'll see how their training goes," joked Parker. "As of right now, they have a spot, but they can lose it if they behave poorly between now and then."

The couple began dating in 2019, after they were introduced on the set of DWTS. They quarantined together at his Nashville home last year before he proposed.

Catch Bones and Parker's appearance on Running Wild with Bear Grylls, which airs Monday on National Geographic at 9 p.m. ET.