Speaking to the Belfast Telegraph, the band admitted that the thought of big-name celebrities attending their gigs is usually daunting.
Drummer Nathan is quoted as saying: "If someone big is coming they usually won't tell us that someone's coming because there's nothing you can do; that can only make you more nervous.
"But it has been fun to look side stage and see someone and be like holy s**t. I didn't know you were here." Brother Caleb added: "That's Daniel Radcliffe! Wow! Harry!"
Yesterday, Caleb confirmed that he and fellow band members Nathan, Michael (bass guitarist) and Cameron (lead guitarist) are considering moving on to individual side projects in the future.
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Watch Digital Spy's interview with Kings of Leon on their docu-film Talihina Sky below: