The Arctic Monkeys frontman - whose group have previously performed the singing legend's hit 'Diamonds Are Forever' - is a huge fan of the track 'Dangerous Games' and can't understand why more people don't know the song.
He said: ''One of my favourite 45s is by Shirley Bassey. It's 'Big Spender' on the A-side, but the B-side is this song called 'Dangerous Games', which I've never really heard anyone talk about.
''It's amazing, quite 'James Bond' but I don't think it was for a movie.
''I've always wanted to cover it, and I think it's made it's just a B-side.''
Although Alex downloads a lot of new music, he admits he loves nothing more than buying a record.
He told NME: ''We listen to music every day as a band but there's nothing quite like sitting with your turntable, playing a record in its entirety.
''The thing about vinyl though, you can just while away The Hours digging through records [in the shops]. I still get really excited by it.
''Don't get me wrong, I love downloads, but nothing quite beats stumbling across something you weren't banking on finding.''