WATCH: Matt Harvey Opens Up About Sex Life

NEW YORK (CBSNewYork) -- Matt Harvey sure isn't shy.

The New York Mets ace opened up about his sex life on Andy Cohen's "Watch What Happens: Live" show on Bravo Thursday night.

Harvey admitted that he has dated the same models that Leonardo DiCaprio has.

"I have before," he told Cohen.

Harvey even said he has had a threesome before, has yet to join the Mile High Club, and had sex on a baseball field while in college.

He did talk some baseball on the show, saying that he has been working out in Los Angeles to get ready for the season.

"[Thanks] Andy and Connie [Chung] for a hilarious night at the Clubhouse," Harvey tweeted.

Harvey finished last season with a 13-8 record and a 2.71 ERA while helping to guide the Mets to a World Series appearance.

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• New York Mets