Jon Bon Jovi reminisced about sharing a “fun story” with Michael Jackson regarding how he managed to disguise himself while on tour, in an exclusive interview.

Published by Cel Manero from Global One Media, Inc.

The rock icon from Bon Jovi first encountered the late “Thriller” singer years ago while they were both in Tokyo.

Jon Bon Jovi is reminiscing about a memory he shared with Michael Jackson. Speaking exclusively with PEOPLE as Bon Jovi celebrates the opening of the Rock & Roll Hall of Fame’s latest exhibit featuring their band, the 62-year-old rock star reflects on an item displayed and the memories it evokes.

In the exhibit at the Cleveland-based museum, there’s a hat with fake curly black hair that Jon wore as a disguise during the band’s Slippery When Wet Tour in 1986, allowing him to blend in unnoticed among fans.

“In order to be there amongst all the fans in front of our own hotel, we bought these great wigs and hats and mustaches,” Jon reminisces. “We actually did pull it off in Australia. It was a lot of fun.”

The moment was so enjoyable that Jon later shared the story with Jackson, who passed away in 2009. “I shared that story with Michael Jackson, who pretended as though he’d never done anything like that,” he says with a laugh. “But he had done it a lot of times, so it was a fun story to share.”

Jon first encountered Jackson years ago while both were in Tokyo during the same period. During an appearance on Jimmy Kimmel Live! in April, the rocker reminisced about partying with the “Thriller” singer’s pet chimp, Bubbles.

Jon believed he and Jackson had formed a friendship, so he invited the late artist to spend time with him and Bon Jovi on their hotel floor. “Unfortunately, he didn’t come, but he sends Bubbles the chimp as his representative,” Jon recalled. “That was big. Bubbles comes down and wreaks havoc. Bubbles parties like a rock star.”

According to Jon, Bubbles was “jumping on the bed” and “putting on a show.” The animal’s presence felt like “a lifetime,” and hotel management later threatened to evict the band due to Bubbles’ antics.

At the Rock & Roll Hall of Fame’s new full-floor exhibit, titled Bon Jovi: Forever, fans will have the opportunity to delve into Bon Jovi’s legendary music history. Alongside Jon, the band comprises members David Bryan, Tico Torres, John Shanks, Phil X, Everett Bradley, and Hugh McDonald. (Original bassist Alec John Such departed the band in 1994, and longtime guitarist Richie Sambora left in 2013.)

Timed with the release of the docuseries Thank You, Goodnight: The Bon Jovi Story, the exhibit’s opening will “showcase the band’s story from inception to the present, celebrating their 40-plus-year career, including countless milestones and accolades,” according to a press release.

In addition to never-before-seen artifacts from each band member, the exhibit will feature images, audio, and video that “tell the story of the work, the art, the business, and the legacy of one of the biggest bands of all time,” the release states.

Jon shared with PEOPLE, “There’s a lot of history. There’s a lot there for fans to come and see. We were archiving everything for the 40th anniversary, as well as the documentary, and then the museum came to us and said they want us to do a big display celebrating, so we gave them a lot of the prime elements of the archive.”