He just asked her when they met for the first time about 10 years ago on the red carpet at Vanity Fair's Oscar party.
"I always loved her, and I said, 'Will you be my best friend?'" Mathews told me last night at a Target-hosted party at the Sunset Tower Hotel for his new memoir, Man Up!: Tales of Delusional Self-Confidence. "People think I'm crazy for asking. I think she's the crazy one for saying yes."
Since starting in the biz as an intern at The Tonight Show With Jay Leno, Mathews has pretty much met every celebrity in Hollywood.
"I've met Oprah Winfrey twice, but I want to spend some quality time with her," Mathews said. "I want to sit her down and talk at her for a minute about what she means to me and why she means that. Then I have some advice for her, too…I have an idea or two."
Mathews also praised NBA player Jason Collins for coming out as gay on the latest cover of Sports Illustrated. "It's amazing," he said. "It really is something, but it shouldn't be something. This should be a so-what kind of story but it isn't right now. It's my hope in 2015 it is a so-what story."
As for his own coming out, the first person Mathews told was an ex-girlfriend.
"We were going to see the Spice Girls movie," he said, smiling. "I remember I took my big sunglasses off and put them in my Spice Girls unisex tote bag and I was like, 'I think I'm gay.' She was like, 'Ya think?'"
Leno was among the guests last night celebrating Mathews, whose own talk show for E!, Hello Ross, premieres in the fall.
"There was something special about him," Leno said. "He seemed to have a brightness and a sparkle in the his eye that people seemed to like. Whenever he would be on camera I would look at the audience and people would be smiling. People liked him."
You can check out more from Ross and inside his book party tonight on E! News at 7:00 p.m. and 11:30 p.m.