Robin Thicke and Ken Jeong walked off stage following the revelation of Giuliani as a contestant on the popular Fox reality show in which contenders perform in full costume until they are eliminated.
The former attorney to ex-President Donald Trump and former New York mayor was taping an episode that is expected to air next month, the source said, without providing additional detail.
CNN has reached out to representatives for Thicke and Jeong.
The incident was first reported by Deadline.
