He also told Jimmy Fallon about hitting up his pal Bonnie Raitt for permission to sample one of her songs for a Charli XCX remix.
The trio also played the "Name That Song Challenge" game on Wednesday night's (March 5) "Tonight Show."
"I mean, the first time we ever sang in front of each other was actually at my MSG show last year," McRae revealed on The Tonight Show.
"I think people are usually pretty surprised when they come to see me in concert, especially if they only know me for the songs on the radio," Halsey said on Fallon.
