The brothers also told host Conan O'Brien that father and sons like to prank one another, something mentioned in a Romney campaign video.
"He does like pranks, although he doesn't like to get pranked," said Josh Romney. "We learned that the hard way."
Matt Romney later revealed that during the 2008 presidential race, he called up his father and pretended to be then-California Gov. Arnold Schwarzenegger (R), by using a type of voice software. At the time, Romney was hoping for an endorsement from Schwarzenegger.
Despite the convincing voice change, it didn't take Romney long to figure out the joke, and upon realizing he was being played the GOP hopeful hung up the phone and casually took another bite of his sandwich.
The incident, which was caught on tape and aired on "Conan," instilled fear of payback.
"For a few months I was fearing retribution, I really was, but he still hasn't gotten me ... Thanks for the reminder, though," said Matt Romney.
Romney's sons also agreed to answer true-or-false questions about the presumptive GOP nominee.
When pressed on whether it was true that their father could moonwalk, the Romney bothers said they've never witnessed it firsthand.
They did admit that it's "true" the elder Romney enjoys singing "whatever comes to his head," and in particular Roy Orbison.
The GOP presidential hopeful has been known to show off his vocals on the campaign trail. He received attention for his rendition of "America the Beautiful" at an event in Florida in January.