Taylor Kinney was a bit weirded out by finance Lady Gaga's sex scene in the premiere of FX's American Horror Story: Hotel.

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Kinney recently spoke on The Meredith Vieira Show about his rather "awkward" experience watching Gaga's racy sex scene at the Los Angeles premiere for American Horror Story: Hotel. The scene involved her and Matt Bomer's characters luring a couple into a very explicit foursome.

"It was awkward. They had a really lovely premiere in Los Angeles the other week, and I was sitting next to her father and we were both kind of like, 'Wow! Good job, honey,'" Kinney laughed.

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He recalled, "I remember I was walking out, and Ryan Murphy, who created the show and directed that episode as well, he's like, 'Hey, what did you think?' I don't think I said anything. I'm still trying to process what the hell I just watched. But I couldn't be more proud and she's excited and she's loving it."

Kinney and Gaga have yet to set a date for their wedding considering they are both busy with their acting careers.

"It's kind of a logistics thing right now, but it's just timing. She's really busy with [AHS], I'm busy with [Chicago Fire]," Kinney said. "I could go to the Little White Chapel but I think, well, she's an Italian and that won't happen. She wants a nice big wedding, so I'll let you know when we get a date."

American Horror Story: Hotel airs Wednesdays at 10 p.m. ET/PT on FX.

Watch a teaser for the next episode of AHS: Hotel below: