The band released their third studio record Scars & Stories in the UK on Monday (March 5) and played a gig as part of an Absolute Radio Session held at the Hard Rock Cafe in London to celebrate.
Speaking to the station about whether their latest single 'Heartbeat' is a proud moment on the album, Joe King replied: "No, it's different for all of us. I mean, we're all attached to various songs for different reasons, but I'm proud of it.
"I think it's one of those records where you can listen to the whole thing and it's not just about the one single."
Following their show at the Hard Rock Cafe, frontman Isaac Slade leapt off stage for an impromptu acoustic solo performance on the edge of the venue's restaurant.
Talking about his friendship with U2's Bono, Slade told Absolute Radio that the best piece of advice the Irish rocker gave him was to not take yourself too seriously.
Slade explained: "Best piece of advice? He seems to be really good at not taking himself too seriously, he's like, 'It's music, this is awesome'.
"'It's not like we're running a government or something, it's great'. He kind of communicates that through a lot of the advice he gives, even on the worst day it's like, 'Come on, it's an awesome job'."
Highlights from The Fray's gig and interview for the Absolute Radio Sessions will air on the station from 8pm on March 8.
Watch the full interview with The Fray below: