The Only Way Is Essex couple told Heat about the experience as they did their first joint shoot for the magazine.
Argent said: "We had a couple of drinks but we weren't drunk.
"We got to my hotel room and she made me go downstairs and get her a brandy and coke. I came upstairs and she's lying in bed in her silk and lace."
Collins said: "I've always got nice underwear on - I don't mess about."
Argent continued: "And she was playing the Backstreet Boys! It was magic... It's the best sex I've ever had."
Collins added: "He's perfect. We've just got that chemistry. We're like magnets."
Argent said: "It was in Marbella the night after she'd done her big dramatic bit about me not getting 'this candy'.
"I said, 'Will you come back to my hotel room?' I knew she was going to come - she was trying to play it cool."
Collins added: "I was nervous because something was just different.
"I was thinking, 'Am I doing the right thing here?' He was very persuasive.... I think it's been obvious I've liked him for ages."
Argent added: "She gets really shy around me now. Sometimes when I look at her she says 'stop looking at me'."
Of him seeing her naked for the first time, Collins said: "I was self-conscious, even though I can be confident I do get a bit shy in front of him sometimes."
Argent added: "I think she's a beautiful girl, very sexy and I love her curves.
"I think both me and her would lose ourselves if we lost weight - if she wasn't big bubbly Gemma people wouldn't relate to her as much and I love her as she is. When I lost weight I got all cocky."
Collins agreed: "Of course I'd like a miracle pill to make me a size 14 but I'm happy as I am and know it suits me."