The Jonas Brothers star, 23, who dated the 'Heart Attack' hitmaker in 2010, admits he is closer to her than his brother Nick's ex-girlfriends despite their messy split.
Asked to choose between the girls and pick his favourite former Disney star, he told 'Watch What Happens Live With Andy Cohen' on Tuesday (23.07.13): ''Oh man ... me and her are very cool now, so favourite [is] Demi. Wow. I want to say ... I can't say 'plead the fifth' yet, this is bad. ... I'll go Miley and [then] Selena, because Selena I haven't seen in a while. So, I saw Miley; she was very nice to me recently.''
Nick, 20, dated Miley, 20, on and off for a few years when they were younger and also dated Selena, 21, for a year in 2008.
Demi, who recently admitted she is ''competitive'' with Miley and Selena but insisted she isn't consumed by the rivalry, previously said that she and Joe have repaired their friendship following their bitter split three years ago.
She said: ''We were in a relationship and we broke up, and at one point, I was really mad at him.
''Now, I can, fortunately, say, that him and his brother Nick, have always been there for me, and are literally family, and like brothers. We have a great friendship. And we may not be as close as we used to be, but that's OK.''
There are currently five separate teams working on 'Game of Thrones' projects at HBO.
She's a big fan of the band and this week she got to perform with them.