"We always dated the big stars. True story," the 48-year-old told the publication. "I can't count how many celebrities I dated when I was a writer there."
The Conan Without Borders star joked that he even dated Elizabeth Taylor. "It's insane the number of ladies I dated, very famous women," he said.
O'Brien told TMZ that the secret is that "you gotta have that special something."
Kardashian hosted SNL last month and shared a kiss with Davidson during a skit based on Alladin. Romance rumors began to swirl after the unlikely pair were spotted holding hands at Knott's Scary Farm in Buena Park, Calif. on October 29.
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"They have such a strong connection," an OK! insider spilled. "Kim’s going with the flow, but she’s excited about what it could bring."
Another insider said that the SKIMS founder "needed lightness and laughter, which Pete offers in abundance. She’s having a blast and telling people he’s like a breath of fresh air."
"Pete’s unlike anyone she’s dated," the insider explained. "He has her in stitches but also has an intellectual, deep side. She’s starting to see what all the fuss is about!"
"Pete is not Kim’s usual type, but she gets butterflies around him," the source added but noted that they are taking it slow. "And that’s more than she can say for other guys."