McIlroy laughed nervously, admitting his image was 'so bad' but the interview quickly became more difficult for him.
'If you're so tough, how come you're so scared of a little tiny mosquito?' Billy then asked, referring to McIlroy's decision to pull out of the Olympic Games in Rio due to fears about the Zika virus.
'Good question, good question,' McIlroy replied, before pausing. ' I think when I get older and I want to have kids then... it might have been a good decision. Everything that happened in the Olympics went well. I'm glad it went well. You know, a few people used that excuse and I kind of jumped on the bandwagon.'
Billy then wasted no time in ramping up the level of interrogating.
'Andy Murray is a good mate of yours, but who is your favourite girl tennis player,' he queried, with an underhand reference to McIlroy's engagement to Caroline Wozniacki, which he called off in 2014.
'Favourite girl tennis player?' McIlroy laughed, followed by a lengthy pause, clearly disarmed at how Billy had cleverly phrased the question. 'Honestly Billy, I've stopped following women's tennis in the last couple of years.'
'Maybe a good call,' Billy said with a nod, before turning his attention to the one title missing from McIlroy's long list of honours. 'I heard the world will end if you never get a green jacket. Is that true?'
'If you read some of the stuff that's in papers and believed it, you'd think that the world would end if I didn't get a green jacket,' McIlroy joked. 'I would love a green jacket. Hopefully one day.'
Fortunately for McIlroy, he now has a backup if he fails to ever conquer Augusta.
'If you don't get one, I'll buy you one down the shop,' Billy said.
McIlroy then recounted the story of how he nearly missed his tee time on the final day of the Ryder Cup at Medinah in 2012. He assured the youngster that it was not because he was 'boogying'.
Billy then revealed his next target to interview is Tiger Woods, and asked McIlroy if he should require career advice or chat-up lines from the American.
'Chat-up lines,' McIlroy replied at once. 'He's been pretty successful in both areas. I don't see any reason why you can't ask him both questions. I'd love to see you interview him.'
But if McIlroy was starting to relax with attention turned away from him, he was mistaken.
To round off the interview, Billy handed McIlroy a box full of socks, explaining it is a present for him ahead of his wedding to Erica Stoll which he must open now.
McIlroy obliged, but was clearly perplexed to find a selection of socks.
'Box of socks, what is all this about?' he asked.
'Just in case you get cold feet again,' Billy quipped, much to McIlroy's amusement.
McIlroy clearly enjoyed being interviewed by the youngster.
As well as taking time out from their chat to bomb into the nearby pool, he also took to Twitter to describe it as 'maybe the funniest interview I've ever done.'