The Keeping Up With the Kardashians star admitted she and the sportsman - who she split from in December 2013 but still hasn't divorced - got intimate on camera, but she's taken precautions to... keep the raunchy footage private.
She said: "I've definitely recorded myself having sex with my ex-husband, but not like talking to camera.
"Do you remember those little cameras... they were little video cameras that you put in your pocket? That was my jam for a moment."
Asked by Watch What Happens: Live host Andy Cohen if she still has the tapes, she said: "I do. In my safe."
Khloe's sister Kim Kardashian West shot to fame largely thanks to a 2003 sex tape she made with then-boyfriend Ray J, which was made public in 2007.
And the Kocktails With Khloe star admits she has "no idea" how her sibling - who is now married to Kanye West - will explain the infamous footage to her children North, two, and Saint, six weeks, when they are older.
Asked by a caller how she'll explain the tape, she said: "Good question but I don't know. That's what moms and dads do, I don't know, to their own kids.
"I have no idea. That's what moms and dads have to do. Do they all? I don't know.'
Elsewhere on the show, Khloe - who is now dating James Harden - dismissed speculation Justin Bieber had slept with any of her sisters, despite him previously being romantically linked with Kourtney Kardashian and Kylie and Kendall Jenner, and played a game of "Shag, Marry, Kill" with her siblings' partners and former partners as choices.
She said: "I'd marry Kanye. Oh God, this is weird. Shag Scott, kill Tyga, and there's no reason why
