The eight-part series showcases the highlights from the pop star's 2019 trip around the globe with his brothers, reports aceshowbiz.com.
An episode features Joe with Fey when he was in New York, and McConaughey's appearance highlights Texas.
Other episodes and segments take place in picturesque locales of Berlin and Los Angeles.
Other guests who have been featured in Joe's show include names like Joe's wife and "Game Of Thrones" star Sophie Turner, Nicole Scherzinger, Lewis Hamilton, Lewis Capaldi and Jack Black.
Earlier this month, Joe treated Turner with a popular Indian dish chicken tikka masala.
He took to Instagram Stories to share a moment of his kitchen adventure. He posted a picture of his prep.
Meanwhile, in another interview, Turner had shared that she is "kind of loving" being in quarantine with her pop star husband.
( With inputs from IANS )