"Frankie [is the hottest one]," Jonas told ET's Denny Directo at DNCE's Musical.ly Muser Mixer in Los Angeles on Thursday.
EXCLUSIVE: Nick Jonas Weighs In on Who’s the Hotter Jonas Brother -- Him or Joe?
All jokes aside, Joe and Nick have been hitting the gym hard.
"I think for both of us, we obviously like to train, but when we're in the gym together, it's just a different thing," Joe said. "We have favorites we like to do and every once in awhile we'll try to bump it up and go at it."
Joe doesn't just have moves in the gym. He also puts the moves on Nicki Minaj in the music video for DNCE's new single, "Kissing Strangers," though he says the two didn't actually kiss.
"Obviously we like to tease people, and that's part of the fun," he confessed. "[But] we'll have some performance live, so we'll see."
WATCH: Nicki Minaj and Joe Jonas Get Steamy in New 'Kissing Strangers' Music VideoRead more at Entertainment Tonight