Ronnie, who was also in The Faces with Rod Stewart, said: "Back in the 70s The Faces went to see Elvis in Vegas, and we all got slung out because he was playing all of these things like 'Ode To Billy Joel'
"We were going 'Give us some rock and roll', and it didn't go down very well.
"Security came up to my ex-wife up and said, 'One more peep out of you, baby', and she was going, 'We want to hear some rock and roll', and it was just sort of 'Elvis has left the building' kind of feel."
Ronnie, 62, is far from being such a raucous character when he hangs out with folk legend Bob Dylan however, with them communicating more through their guitars than words.
He added on his Absolute Radio show: "Bob and I have a kind of unwritten rule when we're in the studio together, we can leave a lot unsaid because, being a fellow Gemini like myself, we kind of understand things that are coming next, that we just talk through the guitar rather than have to discuss it, you know."
Ronnie's show on Absolute Radio in the UK is broadcast every week on Absolute Classic Rock on Fridays at 6pm. It is then repeated on Absolute radio on Saturdays at 10pm.