The Foo Fighters rocker was approached to play drums on a track, 'I Can't Make It another Day' but his recordings were never used, though he does appear in the credits for the record, titled 'Michael'.
He said: "That was messed up actually. Lenny Kravitz - who I only met once - called and asked if I want to play drums on a track.
"I said, 'Sure', played drums on it and I never heard from them again. On the sleeve notes it says 'Michael Jackson featuring Lenny Kravtiz and Dave Grohl' but they didn't use any of my recordings. Dude, that's not cool."
Dave is always open to new musical projects so long as he is trying something different to what he has done before.
Explaining how he chooses who to work with, he told Red Bulletin magazine: "It has to be something that I have never done before, whether it's playing with someone I've never played with before, or a new band, or playing a type of music I've never played before. It just has to be a worthwhile project."