"And then she goes - and I don't know where she got this - but she goes, 'Look at these guys, they never saw it coming.' "
Jimmy hasn't had the easiest of years recently as his son Billy was born with a congenital heart defect and was forced to undergo surgery at just three days old.
He said a few months ago: "There were secrets we kept from each other that we revealed only after the second surgery.
"The biggest one was that, I think subconsciously, we didn't want to get too close to the baby, because we didn't know what was going to happen...I don't know if that's right or wrong or common or uncommon.
"But when I told her I was feeling that way, she said, 'Oh, I'm so happy you said that because I was feeling that way too, and I didn't want to express it.' "
Billy is now doing "great" following his surgery but Jimmy - who also has kids Katie, 26, and Kevin, 24, with former wife Gina, has revealed he will still require treatment.
He explained: "He'll have another surgery when he's around six or seven years old, but in the meantime, he's doing great."