Over the weekend, Jimmy Fallon hosted a special episode of "Saturday Night Live" paying tribute to Prince, which featured numerous clips of the Purple One's appearances on the show over the years. Fallon also told a great story about Prince's impromptu performance at SNL's 40th anniversary show afterparty.

However, Fallon revealed on "The Tonight Show" Monday that he saved his best Prince story for last, and it's a doozy. He recounted the time Prince randomly challenged him to a game of ping-pong in New York City on the night after Fallon's daughter was born. It's about nine minutes long, but it's worth it. Watch it below:

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