She said: "I love 'Shine'. I know most of their greatest hits. They're a great British band."
The band were thrilled as the 76-year-old artist handed them the Band of the Year prize at the GQ Men of the Year Awards in London's Royal Opera House last night (08.09.09).
Mark said: "It's amazing that Yoko thinks that about our music. It is an honour to accept an award from her."
This week, the men began working on a secret project at London's Abbey Road Studios - where The Beatles recorded most of their music - following a three-month break.
Gary says working in the famous studio has given them inspiration for their next LP.
He explained: "It's been absolutely amazing in Abbey Road. The place just has an aura about it. There's so much history about it. I'd love to record our next album there."
Jason added: "We've had a great holiday and now we're back to work.
"I did some DJing in Ibiza so I haven't had as long a holiday as the other guys but it's good to be back. I've played a bit of golf."
Meanwhile, Gary has revealed he has listened to an early version of their former bandmate Robbie Williams' new album 'Reality Killed the Video Star'.
He said: "I've heard Robbie's album. I think it's great.
"I can hear Trevor Horn's influence on it. I would buy anything that guy does. Rob's music still has an electronic feel but it sounds fresh."