In 1986, Princess Diana and Sarah Ferguson were set to become sisters-in-law, with Ferguson about to marry the not-yet-disgraced Prince Andrew. But first, they had a hen party to throw. Speaking on Tuesday’s episode of The Kelly Clarkson Show more than three decades later, Ferguson—now Andrew’s ex-wife—recalled the night of fun and debauchery she had alongside Diana, which began with the pair of them donning police costumes. “It was extraordinary, because we went to a nightclub. Of course you go to a nightclub with the Princess of Wales,” said the 63-year-old Duchess of York. “... So we sat down, and the waiter came up to us and said, ‘Excuse me, this is a member’s club, and it’s for fun. And we don’t serve police officers here.’” After they left the club, the pair were eventually arrested for “impersonating police officers,” and placed in the back of a police van. Only after Diana began wolfing down the bacon-flavored potato chips she’d found in the van did the police realize whom they’d detained. “She and I, we laughed a lot. We got into trouble a lot,” Ferguson said.