"Strangely enough, I'm not uncomfortable doing things like that," Levine told PEOPLE before his band's recent exclusive concert at the Orpheum in Los Angeles for Citi/AAdvantage customers. "Jenna's a professional and she's amazing, and we have a lot of fun. We were laughing and joking the whole time."
While Levine was mum about what's next for his character on American Horror Story, he did share his enthusiasm for the future of his other TV show, The Voice.
"I'm really excited to hang with [new celebrity coaches] Usher and Shakira," he said. "It should be really fun and different, and shake things up."
However, the singer, who will be embarking on a just-announced 2013 North American tour in February, is sad to see Cee Lo Green and Christina Aguilera go.
"As much as I embrace and welcome the new artists, it's just hard because we spent so much time establishing wonderful chemistry with each other, and I'm going to miss those guys," he says.
"It becomes like a family, so it does kind of feel like they're leaving the nest. I will miss my brother and sister."
John Shearer / Invision for Citi / AP