"Oh, I hooked up with a guy who had that once," Handler said, "I didn't realise that was a thing".
"Yeah, it's a thing," the charismatic star said.
Styles was chatting to Handler to promote his first ever acting role in a feature film.
He's in Christopher Nolan's new movie, Dunkirk, which hits cinemas this Thursday and so far the reviews for Styles' performance have been very positive.
"There is a bright, convicted, and unexpectedly not-at-all-jarring performance from Harry Styles," The Telegraph's Robbie Collin wrote.
Peter Bradshaw from The Guardian wrote that Styles made "a perfectly strong acting debut" and Rebecca Lewis from The Metro Online was also very complimentary.
"Styles is great in Dunkirk - perhaps that's why he's been coy about his future in Hollywood - and despite his star power and the instantly recognisable face, he never overpowers a scene he's in," Lewis wrote.
"His character is arguably one of the more complicated and unlikable people in the film, but he also brings depth to the role and you understand, even if you don't agree, why his character takes the actions he does."