'The Valley' Star Jesse Lally Says He Had a Romance With Anna Nicole Smith for Several Years

'The Valley' star Jesse Lally shares the Anna Nicole Smith tidbit amid his separation from Michelle Lally.

There was an audible gasp when Jesse Lally paused -- seemingly for effect -- after he was straight-up asked if he had ever hooked up with Anna Nicole Smith in the early 2000s following their photoshoot for an ad campaign.

And, yes, they did, so says Lally.

The 43-year-old star of Bravo's The Valley joined Teddi Mellencamp and Tamra Judge on their Two Ts in a Pod podcast, where, before getting into anything related to the Vanderpump Rules spinoff show, the hosts wanted to set the record straight about his connection to the late model, who tragically died from an overdose in February 2007. She was 39.

Lally and Smith teamed up for a photoshoot in 2002 in Miami, Florida, for the since-defunct dietary supplement, Trimspa, which famously claimed in ads that its product helped Smith shed 69 pounds. Given that they worked together on that campaign prompted the hosts to ask Lally if he had ever hooked up with Smith.

"For a year or two, yeah," he nonchalantly answered, which prompted the hosts to shriek in utter shock.

"What?!? Hold on, did we know this?!" one said.

After the shock wore off, Lally shared how they carried out the romance and how it commenced.

Anna Nicole Smith at at a party to celebrate her campaign on July 22, 2005 in Hollywood, Florida. - Getty

"I would come to L.A. and she'd be in New York every once in a while but the story was interesting -- we were shooting in Miami [in] 2002 ... and the first time I met her -- the first layout was an old James Dean-Marilyn Monroe photo, where Marilyn's naked on a mattress, and James Dean has no jeans and no shirt on in front of her -- and I literally walked over with no shirt on, sat down and she's like, 'Hi, I'm Anna Nicole.' And I'm like, 'Nice to meet you,'" Lally shared.

He continued, "And then we moved out to the beach and I grabbed her and I pulled her down into the water. We were shooting with Antoine Verglas -- a famous fashion photographer -- and everybody was so pissed 'cause her hair was wet, her eyelashes, all that stuff and it ended up being what they ended up using."

Jesse Lally on the red carpet ahead of his appearance on Watch What Happens Live. - Getty

As Lally tells it, they're both freezing at this point because they were in the ocean and it was now night time. He said they were walking back to the set when Smith shared a concern, which prompted what would turn out to be quite the pickup line.

"And she's like, 'Oh my God ... I hope I don't get sick,'" Lally recalled. "And I'm like, 'I have a ton of supplements and vitamins and stuff in my room.' And I was literally in my room that night."

Larry Birkhead and Anna Nicole's daughter, Dannielynn Birkhead, at the 2024 Kentucky Derby festivities earlier this year. - Stephen J. Cohen/Getty Images

Smith would ultimately meet Larry Birkhead at the famed Barnstable Brown Gala in 2003. The pair welcomed Smith's only daughter, Dannielynn, in 2006. Tragically, just three days after Dannielynn was born, Smith's first child from a previous relationship, Daniel Wayne Smith, died from an accidental drug overdose. He was 20. 

To commemorate where he met the mother of his daughter, Birkhead and Dannielynn make it an annual tradition to attend the pre-Kentucky Derby gala and the race itself at Churchill Downs in Louisville, Kentucky.

Jesse Lally and Michelle Lally during happier times. - Jesse Grant/The Hollywood Reporter via Getty Images

Meanwhile, Lally's confession comes not long after his wife, Michelle, told ET that they had separated. The bombshell news came ahead of The Valley's series premiere. 

"The storyline of us working on our marriage is a big part of not only our personal life, but also part of the show," Lally told ET. "Unfortunately, right now Michelle and I are separated, but we're co-parenting, focused on [daughter] Isabella. Michelle moved out recently, so we're living just a few blocks away. You'll see it unfold throughout the entire season this year."

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