George Clooney and Bill Murray

The 63-year-old actor first met Clooney a few years ago at the Venice Film Festival and the two Hollywood legends hit off straight away.

Murray and Clooney, 52, realized they shared the same sense of humor and decided to play a prank on a friend by pushing round in a wheelchair before shoving him into a pool.

Recalling the night on 'The Late Show with David Letterman', he explained: "I met him (Clooney) at the Venice Film Festival a few years ago and it's one of those places where people from Hollywood who are square like 364 days of the year, they will get weird in Venice. I don't know why, I don't know if it's the smell of the water or what, but all of these Hollywood kinds get crazy but not George, he's not one of them.

"We ended up having a whole lot of fun and my son said to me, 'Why were you and George Clooney pushing someone around in a wheelchair into a swimming pool?' I was like, 'You know son, why do you believe stuff like that? You know people put that in the internet, why would you ever believe something like that?' His response was, 'Well there are pictures.' "

Murray was appearing on Letterman's 20th anniversary episode of 'The Late Show' on the Eye network and was chosen because he had been the host's first ever guest.

The comedic star dressed as flamboyant late piano player Liberace for his interview, drawing huge laughs from Letterman.

Murray and Clooney Both star in upcoming movie 'The Monuments Men' which is set to be released in December 2013. The film is about a crew of art historians and museum curators who unite to recover renowned works of art stolen by Nazis before Hitler destroys them. Matt Damon, Hugh Bonneville, Bob Balaban, John Goodman and Cate Blanchett also star in the movie.