Unknown to the world, the pair became engaged when they dated between 2002 and 2003 and remain close friends to this day.
"Nicole is amazing," he told Mr Porter in a new interview. "I have stayed friends with my exes, in most cases."
Nicole recently made the surprising revelation that the pair had once been engaged during an interview about her Emmy award-winning series Big Little Lies, which also stars Lenny's daughter Zoë Kravitz.
"I knew Zoë because I was engaged to her father. It’s all in the family!," she said. "I love Lenny, he’s a great guy."
Of Nicole and Zoë's working relationship, Lenny told Mr. Porter: "Zoe and she hadn’t spent time together since she was younger, since Nicole and I were together, so that was great."
It's a good thing their on such wonderful terms, because Big Little Lies has officially been picked up for a second season! We can't wait to see more of these two women on screen.