Watch Amy Schumer & Her Brother As Children Doing an Adorable 'Beat It' Dance Routine

ABC/Randy Holmes
Amy Schumer on Jimmy Kimmel Live on Oct. 16, 2017 in in Brooklyn, NY.

Amy Schumer is hard to embarrass. Scratch that, almost impossible to embarrass. Case in point: the movie and TV star was the headline guest on Monday night's (Oct. 16) Jimmy Kimmel Live!, where she joked about gaining so much weight last winter that her coats didn't fit and sparred with her brother over their most embarrassing childhood stories.

Schumer appeared on the first night of Kimmel's week-long stand at the Brooklyn Academy of Music's Howard Gilman Opera House, gifting the host with a fragrant and colorful bong/flower vase, regaling him with stories of her dinners with Steve Martin, Paul Simon and David Letterman and sharing a should-have-been-mortifying video of herself and brother Jason -- a professional bass clarinetist who sat in with the band -- dancing to Michael Jackson's "Beat It" as children.

"I couldn't think of any embarrassing stories, because as you know I don't get embarrassed, but I have a clip of the two of us dancing to Michael Jackson that I'd like to show," she told Kimmel after Jason shared a tale of Amy announcing her first first period to him in the middle of his basketball warm-ups at the Jewish Junior Olympics when he was 16.

Watch the video below to find out how Amy won the "most embarrassing" showdown:

Schumer is preparing to make her Broadway debut in the Martin-penned Meteor Shower on Nov. 1, where she'll star alongside Keegan-Michael Key, Alan Tudyk and Lara Benanti.