By Char Adams
Updated April 04, 2016 at 02:10 PM EDT

Gloria Vanderbilt and Anderson Cooper are known to have a close knit relationship, but there are still some things Cooper won’t say around his mom.

The heiress, 92, and the 48-year-old CNN anchor sat down with PEOPLE and Entertainment Weekly editorial director Jess Cagle for a revealing interview – and Cooper was caught off guard by one of his mother’s admissions.

When asked what she could talk about all day (for hours on end), Vanderbilt answered confidently: “sex.”

Cagle jokingly asked if Anderson’s answer was the same and the CNN anchor grew red.

“I’m not going to say that in front of my mom,” he laughed. “No matter how weird our relationship is.”

Vanderbilt chimed in, encouraging her son, “sweetheart, don’t edit yourself.”

But a blushing Anderson wouldn’t give in.

“Some things don’t need to be said,” he noted with a laugh.

The two spoke ahead of the release of their memoir, The Rainbow Comes and Goes: A Mother and Son Talk About Life, Love, and Loss. The book will be available on Tuesday.

Cooper and Vanderbilt will also star in Nothing Left Unsaid, an HBO documentary looking back on Vanderbilt’s life and career.

Check out more clips from their interview below:

The documentary premieres Saturday at 9 p.m. ET on HBO.