The comedian/actor also claimed that MGK invented the signature "Last Dab."
The star also suffered from some "really attractive" eye sweats on Hot Ones.
"She is the one who taught me spicy," the pop star told host Sean Evans.
"They’re timeless, what can I say," the Rare Beauty founder said of her best friend's songs.
The episode is set to air on Thursday (Feb. 13).
"I think I will be at the bathroom the whole trip from here to Puerto Rico," the rapper said of the spice.
"This is going to kill me," the BLACKPINK star said of the show's spicy wings.
"I'll be on Hot Ones this week. Please tune in to see me kill it. Or maybe not. We'll see," ROSÉ said.
Fallon playfully admitted that he "almost killed an American treasure" when Gomez did the 'Hot Ones' challenge with him.
He also talked about N.O.R.E., Beck and Timbaland.