Little, 37, then claimed that the 62-year-old former Today host "loves the strippers".
"That is not something I was expecting when I started to work with her," Little added.
"We've been out for dinner a few times, and she's a great host. I've been over [to her house] for dinner, and it always gets to a certain point of the night when Lisa gets a sparkle in her eye and says, 'Should we go to the strippers?'
"I say, 'Wilko, no, this has clearly been a problem for you in the past and tonight, no, you've gotta rein it in'."
Little has previously been forced to deny the pair have a secret "feud" off-air, given their occasionally tense exchanges on the show.
Speaking to Yahoo Lifestyle in November, Little joked: "If [Lisa] was not happy, I'd be dead. If Wilko is not happy with you she can have you killed."
Elsewhere in his interview on the podcast, Little also revealed he was the "most complained about cast member" of the Channel 10 current affairs show.
"I get told off all the time," he said.
"I assume they have to, if they get enough complaints I guess they have to tell me at some point."