Talk show host Andy Cohen revealed he had a threesome in an effort to "lose his virginity".

The claim has come from US shock jock Howard Stern, who has collected his best interviews in a new book; Howard Stern Comes Again.

According to the New York Post, the book - which is due out next month - features an interview with Cohen who is openly gay, talking about his "virginity" - he considers himself a virgin because he's never had sex with a woman.

He told Stern: "One of the things that was on my turning-40 bucket list was, 'How cool it would be to lose my virginity' In my mind, if I did it, I would want to do it with a straight couple."

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Cohen also said he texted his friend and fellow TV show host Kelly Ripa a graphic photo related to the threesome.

Cohen isn't the only star to open up in Stern's book. Actor Chevy Chase also gave an account of his brawl with Bill Murray at the Saturday Night Live studio.

"Words were said. I finally went to his dressing room just before the show and opened the door and said, 'You say something like that again, I'm gonna …'

"Billy jumped up and charged me at the door. And I immediately got into a fight stance, because I boxed a lot … Billy's older brother came behind me and grabbed my arms to stop me. He was strong as hell. Short guy, but these guys had obviously been in a few rumbles."

Murray told Stern it was "a Hollywood fistfight," adding, "I do not like people who complain about being famous. But I'd say to people, 'You want to be rich and famous? Try being rich and see if that doesn't cover most of it for you.'"

Other interviewees include Jerry Seinfeld, Paul McCartney, Madonna, Mike Tyson, Larry David, Lady Gaga, Tracy Morgan, Courtney Love, Stephen Colbert, Jimmy Kimmel, Jimmy Fallon and Billy Joel.