Kate, 42, and Oliver, 45, stopped by The Late Show with Stephen Colbert Thursday, where they admitted they don't watch each other's film or television roles, despite both working as actors.
"Do you watch his show, The Cleaning Lady?" host Stephen Colbert asked Kate.
Oliver — who stars in FOX's The Cleaning Lady as FBI agent Garrett Miller — immediately replied that his sister does not watch his new show, and told Kate, "Just say no." But Kate insisted that she had seen one episode of his new series.
"I did," she said. "I watched the first one … I haven't seen the second episode yet. I've watched an episode so far. I watched the first. It's very good."
The Cleaning Lady premiered Jan. 3 and has aired four episodes so far. The series also stars Elodie Yung and Adan Canto.
Oliver had no hard feelings about his sister's viewing habits, telling Colbert, "I'm gonna let her off the hook here. We don't watch each other's stuff. I haven't seen — I've seen maybe a third of [Kate's] movies."
Kate hit back, "Or, truth be told you haven't seen any of them." Referring to her family of actors — which includes their mom Goldie Hawn and her longtime partner Kurt Russell, and brother Wyatt Russell — Kate added, "For our family, the novelty has kind of worn off. There's so much work that's being done."
Oliver joked in response, "You've seen one movie of hers, you've seen 'em all."
Kate opened up about her relationship with Oliver while chatting with PEOPLE in 10 in August 2021. When host Andrea Boehlke told Kate that her brother had previously told PEOPLE he was the "funniest sibling," Kate jokingly pushed back.
"It depends on what we're talking about," she said. "In life? I'll give it to him. Not only does he need that, but I'll let him own it, too. He really is funnier than me."
She added, "if you put us in front of a camera, I think I'm gonna win that one. He's like, my heart. I just love him so much. He's an amazing human."