During their chat, Ellen asked the 24-year-old some awkward sex questions from 1970s issues of Cosmopolitan.
Ellen began: 'We're playing Lady Time with Ellen and Miley... Your sex life with your lover- ' but Miley cut her off exclaiming: 'My Grandma's in the audience!'
'She can't hear anyway, it's okay' the Wrecking Ball hitmaker joked, before speaking directly to her Grandmother. 'I'm just kidding, you can hear that, I have on a mic.'
Ellen then continued, asking the first question: 'Your sex life with your lover can best be compared to… a roller coaster ride, a luxury cruise or a commuter trip on a Concorde jet?'
Miley responded 'a Concorde jet' before adding cheekily that it's fast because she's good.
Watch the awkward moment below.