updated 11/14/2013 AT 3:00 PM ET
•originally published 11/14/2013 AT 7:45 AM ET
“I got a call on [Monday] saying, ‘Can you shoot on Thursday’ and I said, ‘Yes,’ and they said, ‘Oh, by the way, you’re going to be naked,’ ” Probst, 52, tells PEOPLE. “It was one of the best times I’ve had.”
Probst plays himself in the episode entitled “Some Kind of Lesbian Zombie” airing Thursday on CBS.
“They shoot that show very quickly,” says Probst, who is also gaining literary praise for the latest in his children’s book series Stranded, which is available Nov. 19. “I’m waiting for the call to say they want me to come back for another episode.”