Prince Williams and Prince Harry on August 2, 2012 in London. Credit: CARL DE SOUZA/AFP/Getty Images

No one was more surprised to see Queen Elizabeth II parachute down into the Opening Ceremony of the 2012 London Olympic Games than her own grandsons.

Prince William and Prince Harry revealed in a new interview with BBC Friday that they had no clue their grandmother was participating in the July 27 sketch.

"Both of us were slightly surprised with our grandmother's secret hobby of parachuting," Harry joked. The 86-year-old queen showed off her comedic side in a pre-taped video with Daniel Craig, 44, as James Bond. In the hilarious clip, the duo left Buckingham, boarded a helicopter and -- switching to live cameras -- parachuted into the Olympic Stadium. (Both The Queen and Craig used stunt doubles, of course.)

"We were kept completely in the dark about it, that's how big the secret was," William, 30, explained. "Harry got a sniff of a rumor on the night and the rumor mill was going into overdrive."

"But, in fact, she did such a good performance that she's been asked to star in the next Bond film," he joked. "I'm thrilled for her."

Another Olympic Games highlight for the brothers so far? Watching their cousin Zara Phillips become the first member of the British royal family to win an Olympic medal. Phillips, daughter of Princess Anne, took home the silver medal on Tuesday in the Olympic equestrian eventing.

"We as cousins are very, very proud," Harry, 27, said. The cheeky prince also added that his 31-year-old cousin was working "so hard" for the Games that "it now explains why we never get to see her because she is always riding."