Viewers of Thursday's edition of "Jimmy Kimmel Live!" got a sneak peek of the issue, which hits newsstands Tuesday.
This is the 50th anniversary of the iconic swimsuit issue and the first time its cover was revealed on "JKL." David Letterman did the honors on "Late Show" for the past six years but was on a one-week break this year, the Hollywood Reporter said.
The three models "really, honestly liked each other," Teigen said.
"Of course you are going to hear that from anybody who does a group shot, but this time it's true. The connection was natural and the mood was fun."
The models will be guests on "JKL" Monday.