"So I didn't actually drink on my 21st birthday," she said, going on to share details of her romantic trip away.
"My boyfriend taught me how to play poker the night before we went to Vegas so I won $400... on a $15 Poker table, I thought that was pretty good," she beamed, before correcting herself and clarifying that she was actually playing Blackjack and not Poker.
The blonde beauty, who has been dating Zayn, 23, since last November (15), also confessed she's a major burger lover and lives by the motto: "Eat clean to stay fit, eat a burger to stay sane".
"I live by that religiously in my life,' she laughed, adding that when she first moved to New York City she tried a different burger joint every week for a year until she found her favourite eatery.
"The best is JG Melon's, Uptown," claimed the lithe star, who was wearing a monochrome corset and skin tight suit trousers designed by Rubin Singer.
"It's so simple; they don't try too hard and it's so good... I had it for dinner last night," she grinned, as Fallon, 41, brought out two burgers with beef patties for them to devour on stage set.
Meanwhile, Gigi has proved she remains smitten with Pillowtalk singer Zayn, even when they're apart. While visiting Dave & Busters in New York for Drake's Saturday Night Live after-party last weekend (14May16), Gigi made quite the fashion statement while wearing denim jeans and a T-shirt with the words "lol ur not Zayn Malik."
"Thas ma girl (sic)," Zayn later wrote on Twitter, along with a picture of his girlfriend inside the venue.