Snowboarder Shaun White is known for rockin' the slopes. But more recently, he's just been rockin.'

And during an appearance on Thursday's Chelsea Lately, the Olympic gold medalist talked about being on the road with his band Bad Things.

"We've been touring," White told host Chelsea Handler. "We just got back from SXSW, which was really fun. It was crazy. It was my first time there and we played nine shows."

When asked if he gets nervous performing on stage, the 27-year-old athlete/musician admitted, "I kind of do. I mean, it's new. It's not the scenario of the sporting world, but it's cool. It's the only thing I do that's collaborative."

White also revealed how he and his fellow bandmates get around—by way of a 15-passenger van.

"It's just enough room for people to sleep in the back and take shifts while driving," he said. "We just drove to the east coast, and from there to Texas, and then from Texas to [Los Angeles]. I like this whole scenario of us together doing this mission of playing music."

In addition to White on lead guitar, Bad Things consists of frontman and lead singer Davis LeDuke, bass player Jared Palomar, guitarist Anthony Sanudo and drummer Lena Zawaideh.

To hear more from White's interview on Chelsea Lately, watch the clip above!

Tune into Chelsea Lately weeknights at 11 p.m. on E!

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