Stopping by PEOPLE Now to chat, the former Seinfeld star revealed that when the Fox News host invited him and his wife Lisa over for Thanksgiving, it turned out to be a disaster.
“They are not cooks by the way,” O’Hurley joked of Kelly, 46, and her husband Doug Brunt.
“They are the greatest people in the world and they invited us, my wife Lisa and I, to have dinner there and it was just a slow, descending spiral,” he continued. “It included a fire and no gravy.”
O’Hurley, 62, went on to say that the gravy was actually served in very small individual portions.
“In Megyn Kelly’s honor now, we always serve our gravy in thimbles,” he joked.