Karlie Kloss

For supermodel Karlie Kloss, it just isn’t Thanksgiving without mom’s cooking and hometown football.

“My mom makes the most amazing pumpkin loaf,” Kloss tells PEOPLE at the Tiffany T Train Opening Night Celebration on Thursday. “My favorite Thanksgiving memories are waking up to the smell of that pumpkin loaf and sitting in my pajamas watching the Macy’s Day Parade on TV.”

Kloss — who co-founded Karlie’s Kookies with Milk Bar chef and owner Christina Tosi — says Thanksgiving is one of her favorite holidays, and she plans to bake “all sorts of delicious food and sweets and treats” when she heads home to St. Louis to see her family.

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But just a week after the food-filled holiday, Kloss is back on the catwalk for the Victoria’s Secret Fashion Show. “So unfortunately, I think I will be baking a lot and then making sure I share it with everyone else,” she says.

One tradition she definitely won’t sit out on this Thanksgiving is cheering with her family at her hometown’s annual Thanksgiving Day high-school football game. “It’s like a 100 year tradition,” says Kloss. “I can’t miss it!”

What’s Kloss’s secret to staying fit as temperature drops? “I always love to do a spin class because it is inside,” she says. “You sweat it out, and then you walk outside and you cool off. That feeling afterwards is worth the pain.”

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As for her diet, Kloss opts for nutritious eats, in addition to salted caramel and chocolate. “I really love healthy foods,” she says. “I eat really healthy because I feel better and I feel like I have better energy. On a cheat day though, I’m all about dark chocolate. Dark chocolate, sea salts, throw a little caramel in there, it’s heaven.”

So how often does she indulge? “Every day is a cheat day. Every day I go to SoulCycle is a cheat day,” says Kloss, “Somehow it justifies it.”

—Lorina Lana