Byrne, 68, recalled how he first connected with Lee, 63, via text messages.
"We'd crossed paths a few times, and so I had his text number," he said. "There were stirrings that somebody might want to make a movie of the show, so I texted him."
Byrne then invited Lee to Boston to see the show.
"By the second show, afterwards he came to my dressing room and said, 'I want to do this,'" Byrne said. "So then it was like, get the money in place and all that kind of stuff. We kind of scrambled to get it all together."
"It worked. I was thrilled, very, very happy with the way it came out," he said of Lee's film.
David Byrne's American Utopia features Byrne, a solo artist and the frontman of the Talking Heads, and an ensemble of 11 musicians, singers and dancers. The group performs songs from Byrne's album American Utopia and Talking Heads hits.
Lee recorded the filmed version of David Byrne's American Utopia during its late 2019 to early 2020 run at Hudson Theatre in New York City. Lee's version opened the Toronto International Film Festival this month.
In addition, Lee's version will premiere Oct. 17 on HBO.
David Byrne's American Utopia made its Broadway debut in October 2019. On Late Night, Byrne said he hopes to bring the show back to Broadway once it is safe to do so, in light of the coronavirus (COVID-19) pandemic.
"We hope to get it back on stage," he said. "Realistically, I think it's gonna be about a year. There's the vaccine, and there's how long it takes the vaccine to get out there, and how long for people to feel comfortable."