Pete Davidson is opening up about the reality of working on lower-budget indie film sets.

The Saturday Night Live alum made an appearance on the latest installment of Hot Ones, where he was asked by host Sean Evans about his experience working alongside the legendary Bill Murray.

That’s when Davidson recalled his indie crime comedy Riff Raff, which also starred Murray. Despite getting to work with the “icon of comedy and film” on the project, he also remembered how “tough” indie films can be to make.

“The movie we did — it’s a tough one because it’s an indie, so there’s no budget and there’s not anything glamorous about it,” Davidson explained. “No one makes money, no one’s comfortable, it’s strictly like for the art.”

However, the Bupkis actor added that Murray offered him a lot of guidance to help make the indie set experience a bit easier.

“He was kind of captain and kind of like calming me down, ’cause we were shooting in November in [New] Jersey,” Davidson said. “It was like 10 degrees out and I was freaking out, and he goes, ‘We’re doing good work.’ He’s like, ‘You’re going to be very happy when you see this later.’ He goes, ‘You know, this is the hard part.’ And he just kind of Mr. Miyagi-ed me into behaving better on set. So, he’s a real pro and he’s great in everything he’s in. I had a blast.”

Riff Raff, which also starred Jennifer Coolidge, Ed Harris, Lewis Pullman, Gabrielle Union and Michael Angelo Corvino, follows a former criminal whose ordinary life is turned upside down when his old family shows up for a long-awaited reunion.

Earlier this year, Coolidge recounted her experience working with Davidson on the crime comedy. She described the actor-comedian as “one of the most unpredictable people I’ve ever met,” adding, “You can’t really get a take on him because he’s like this chameleon.”