It all started the night Fallons daughter Winnie was born.

Sit down for this, Fallon said.

Fallon is very competitive by his own account, but was still easily defeated by the legendary musician.

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Credit: NBC

Its 20-10 or something, its his serve, and he goes, Game point,' Fallon remembered.

I go, Here we go, man.

He hits this ball, and its in slow motion.

It hits the edge of the table, he wins the game.

Prince composed the soundtrack toBatman,and evidently could disappear like Batman too.

Fallon spent some time looking around asking for Prince, to no avail.

Just then Questlove arrived and saw Prince in his car leaving the bar.

I run up to the car and Grey Poupon style, the window rolls down, Questlove said.

I said, What happened?

He said, Ask your boy.'

Watch the clip below.