The Golden Globe winner is the star of the upcoming Netflix original holiday special A Very Murray Christmas, directed and co-written by Sofia Coppola.
"It just started from wanting to see Bill sing and our fondness for those old Christmas specials that were on TV in the '70s and '80s," Coppola says exclusively in the current issue of PEOPLE.
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"Bill is friends with George, so that's how he came on. Then, we wanted a pop starlet," says Coppola. "I had met Miley through Marc Jacobs and she seemed really game and nice, so I asked through a friend."
And Coppola says she was pleasantly surprised with how mych fun – and talented – Cyrus was.
"She was a good sport. On the day we were shooting with her, we realized we were short on a song and we asked her if she could learn a second song," she says of how Cyrus' performance of "Silent Night" came about. "They just whipped that together over lunch! To hear her singing live on set with just the piano was really fantastic. I was impressed that she can really sing."
A Very Murray Christmas premieres Dec. 4 on Netflix.
For more on A Very Murray Christmas pick up the latest issue of PEOPLE, on newsstands Friday