By Kyle Anderson
December 08, 2014 at 04:48 PM EST

Since 2006, the Killers have celebrated the Yuletide season with original Christmas songs, some of which are among the finest tunes in the band’s catalog. (“A Great Big Sled” is a particular standout.) Not only do they help rock fans get into the spirit of the season, but all of the proceeds from single sales go to benefit (RED).

This year is no different, though they called in some reinforcements with their 2014 holiday tune “Joel the Lump of Coal.” The song was co-written by Jimmy Kimmel, who premiered the video last week on his late night show Jimmy Kimmel Live! The song is a sweet, funny, and surprisingly melancholy new take on a Christmas song, and both Kimmel and Killers frontman Brandon Flowers called EW to talk about their collaboration, which you can download on iTunes right now.

EW: Brandon, how did the Killers first get involved in making Christmas songs? 

BRANDON FLOWERS: This is the ninth year we’ve done a Christmas song. Bono and Bobby Shriver have this (RED) campaign, and they started about that time, nine or 10 years ago. They asked me if I wanted to do a Gap ad, and at the time I was feeling a little too cool to do a Gap ad. So I declined sort of reluctantly, because when Bono asks you to do something, you don’t want to say no. But I had this other idea: AIDS Day is Dec. 1, and it’s Christmas time, so what if we gave you a Christmas song? And then it just became a tradition.

So Jimmy, how did you get hooked up with the band for “Joel the Lump of Coal”?

JIMMY KIMMEL: I got involved because Bono asked me to do an ad for Ross Dress for Less, and I had a similar feeling. Bono makes a lot of weird demands. I think he’s just out to humiliate us. Brandon, Ronnie [Vannucci] and I are pals, and we’re all from Las Vegas, so we’ve known each other for quite a while. I don’t know if Brandon even knew this, but I wrote a lot of Christmas songs when I worked at KROQ, the radio station here in Los Angeles. So I was very excited when Brandon called and asked if I wanted to be involved in directing the video for it. I said I’d really like to help write the song, and then we talked about what we would do, and we wanted to write something that was kind of like “Rudolph the Red Nosed Reindeer,” and we just happened upon a lump of coal named Joel.

It’s an interesting song, because it’s obviously very funny and light, but there’s a surprising bit of melancholy in there too.

KIMMEL: Just like the Killers and like myself: There’s a very crusty exterior, and maybe it’s soft on the inside. I would say like a lump of coal, but it’s more like a dirty piece of gum.

FLOWERS: It’s a touching song. It’ll get you.

Brandon, when you’re writing Christmas songs, do they come from the same place as when you’re writing Killers songs? Or is it a totally different process?

FLOWERS: A lot of the pressure is off, and it’s a lot more lighthearted. I always feel like I wish I could approach a Killers record in the same way we approach the Christmas songs. We have more fun recording the songs.

KIMMEL: Are you asking me to co-write the next Killers album with you? Because I’d be more than happy to.

FLOWERS: I think I just did. It takes a lot of the pressure off.

KIMMEL: I did play bass clarinet with the guys once. And by the way, I wanted to say that I was just thinking about what a terrible part of the Santa Claus story it is that certain kids get a bag full of coal. Because not only are they not getting toys, but Santa is filling their bag with something that they think are toys until they open it, and then they realize its this horrible black stuff that’s going to get all over them. It’s really terrible! Santa is a son of a bitch, if you really break it down. It’s bullying!

Brandon, what is Jimmy like as a collaborator?

FLOWERS: He was great. It was great to have lyrics finished, and they’re such good lyrics. The story was all mapped out, so that’s really nice. That’s a lot of the burden off. So it was great just coming up with music for these lyrics. It was pretty easy, wasn’t it Jimmy?

KIMMEL: One of our writers, a guy named Jonathan Bines, helped me out with it, and he did a really good job with it. It came kind of easily. I think we talked about the story and it seemed like a strong angle. With Christmas, you feel like everything has been done, and I think that’s part of the fun of it. It’s really a challenge just to squeeze one more drop out of that bar rag that has been squeezed a hundred thousand times. There aren’t too many things left to sing about when it comes to Christmas, and coal seemed to be the last one of them.

Do you guys enjoy Christmas music in general?

FLOWERS: I think everybody is tied to Christmas music in some way or another. It starts getting you in the spirit. Some of the greatest Christmas songs were sung by guys in the Rat Pack, so I hear Dean Martin and Sinatra singing that stuff and it reminds me of home, too.

KIMMEL: Especially with the Vegas angle. It’s a whole genre. I love the Killers’ Christmas songs. That’s part of why I was excited to be a part of it. I like it when people take a serious approach to writing a new Christmas song. I think it’s easy to be funny with it or to turn what’s a beautiful ballad into a hard rocking song, but it’s hard to really put your finger on Christmas, and I think those songs really do.

FLOWERS: Thanks!

As you mentioned, you’re both Vegas guys. What’s part of a Las Vegas Christmas that people might not know about?

KIMMEL: Sometimes there’s snow. Once every 11 years or so, we actually get snow in Las Vegas.

FLOWERS: A lot of people don’t realize that the Spring Mountains are just 30 minutes away. There’s usually snow on those mountains. My family had a tradition of going sledding on Mount Charleston on Christmas.

KIMMEL: We did that once! Also, in Vegas, Elvis comes down the chimney. He doesn’t deliver coal, he just s—s in the living room. It’s a weird thing. We wish he would stop.

Do you guys have an all-time favorite Christmas gift?

KIMMEL: For sure. I had the worst bicycle in the neighborhood. It was a big black Huffy bicycle, and everybody made fun of it. My best friend Cleto, who is now the bandleader on my show, he had this awesome electric red Mongoose, and it made my Huffy look even worse. So I started saving up for a Webco bike—I saw a blue Webco bike in the window at the bike store, which was just down the block from me in Spring Valley in Las Vegas. So I started saving up, and I had 40 dollars, but the bike was 200 dollars, which back then was a tremendous amount of money. Santa wound up bringing it to me for Christmas, and I knew it was my parents at that time. I was old enough where I didn’t believe in Santa, but I’ve never been more excited about a gift than I was about that one. Sadly, I don’t know what became of that bicycle. I think we left it behind when we moved to Arizona.

FLOWERS: I have a similar story. I got a BMX bike, and two days later, I left it on our front porch and somebody came and stole the bike and left their junker in the front yard. They swapped their bike for my BMX.

KIMMEL: Wow, that’s terrible! Though considerate, in a way.

FLOWERS: It was the junkiest bike.

KIMMEL: It was probably my black Huffy.

FLOWERS: It was a character builder.

So what do you two want for Christmas this year?

KIMMEL: I want Brandon to get a new bicycle. I’m going to get you a BMX, Brandon. What color do you want?

FLOWERS: Purple?

KIMMEL: Done! For Christmas, I also want to beat Mariah Carey. It’s been driving me crazy that we’ve been in the second place position on iTunes Christmas chart. We want to beat Mariah Carey and AIDS. That’s our goal. One is maybe more noble than the other, but still noble.

FLOWERS: For Christmas, I want Jimmy to do all my interviews with me from now on.

So is this the beginning of a long series of collaborations between Jimmy Kimmel and the Killers?

KIMMEL: Brandon, I’m happy to do this with you guys every year, but I totally understand if you want to ditch me for David Bowie or something.

FLOWERS: There’s always Halloween.

KIMMEL: It’s about time we collaborated. It’s for a good cause, so hopefully people won’t just watch the video for free on YouTube but also go to iTunes and buy it.