The American magician and the King of Pop became unlikely friends and admits he'll never forget the reaction they received during a day out together in London.
In an interview with The Huffington Post, he explains, "I got to spend a lot of time with Michael Jackson. One time we snuck into the Parliament building. And we walked in, but he wasn't in disguise. And it was so strange, because the whole place was full.
"We went into the part where tourists go. And all of a sudden you heard this hush - like people start whispering. And it got louder and louder, and then it became really loud, and then everything went silent.
"And I was like, 'Whoa. This is really unbelievable.' He had this thing where people reacted in a way that I've never, ever seen anything like. So it was pretty extraordinary."