During an appearance on The Kelly Clarkson Show on Wednesday, host Kelly displayed a photo of a young Randy and Madonna, along with some other friends, at an event in the 1980s.
Pointing to the white sunglasses the Queen of Pop was wearing in the snap, Randy noted that the shades were really his.
"She stole 'em and they were in the next video! And I'm like, 'What happened to my shades, yo? What the hell's going on here?'" he laughed.
And while the former American Idol judge didn't specify the music video Madonna wore the sunglasses in, he insisted he didn't mind that she nabbed them.
"Look, we love her, she's amazing," the 66-year-old gushed, before adding jokingly: "Hey, you know. You've gotta have glasses to see, right?"