updated 08/18/2014 AT 8:00 AM ET
•originally published 08/18/2014 AT 8:40 AM ET
Khloé Kardashian and Scott Disick arrived at a Connecticut pool party Sunday in one piece – but they tell PEOPLE they had a close call only a day before.
The near-disaster unfolded, say the pair, who were there to help host Foxwoods Resort Casino’s Liquid Sundays, on Saturday when they headed out to have some fun on the water – and not for the first time: she recently posted a photo of the two of them in a tub together.
“We actually fell in the bay yesterday,” Disick revealed.
“No, you – not me,” clarified Kardashian, who’s spending the summer on Long Island’s South Fork for the family’s current reality show Kourtney & Khloé Take the Hamptons.
“Sorry,” Scott was forced to concur. “I fell in the bay. We were tubing behind our boat –”
“I don’t do big bodies of water,” said Kardashian, “so I held on for dear life.”
Was it so dangerous that they nearly died? “Kind of!” Kardashian said. Disick agreed, saying, “Close, close. Yeah.”
He added, “We saw the [video]tapes, because we were dying to see them,” she said. The footage looked frightening. “It was really ridiculous,” said Disick.
“I literally was flying way above [the tube], but I would not let go of the handles,” Kardashian described the moment.