"Couldn't believe it. I was disappointed because I like Nicole and we've been friends for a long time."
Henderson then explained to co-host Kyle that after the rocky start, it was clear the academy award winning actress didn't think she was talking to Jackie but assumed she was speaking with a low-level producer.
"Do you know what I think has happened? After the interview, [Nicole] asked, 'Was that Jackie?' She thought it was someone else. She thought it was some other person interviewing her," Henderson said.
"So I don't even think she realised I was interviewing her that whole time. Her people placed a call and said, 'Why did you use a producer and not Jackie to do the interview?'"
So what was the offending question? It all had to do with wigs.
Playing the pre-recorded interview live on air, Jackie is heard asking Kidman what her favourite wig is.
"What's your favourite wig you've ever worn in your films? Because for me, it is the Celeste wig. It's such an amazing wig."
After the line of quesitoning, Nicole very politely cut the interview short.
"Can't answer that one!" the 52-year-old is heard saying, "Anyway, I've got to go, because they're waiting at the other radio station, which I better not say on your show."
Poor Jackie!