Stern frequently grills his guests about their sex lives, and Schumer, no stranger to telling a dirty joke or two, did not hesitate to go into detail. The comedian said that after she broke up with Ziggler she discovered he was a "real sweetheart" and that it was painful for him. Schumer also said the two have maintained a friendship.
Along with being dumped by Schumer, Ziggler also lost his wrestling match against Chris Jericho at WWE's SummerSlam on Sunday, according to the Bleacher Report.
During her conversation with Stern, Schumer also said she received death threats following her standup set on the Comedy Central roast of Charlie Sheen. She made waves for poking fun at "Jackass" star Steve-O in the wake of the death of fellow "Jackass" star Ryan Dunn.
"I made a joke about wishing Steve-O had died instead of his friend," Schumer said. "People just thought I was making fun of his dead friend. ... I canceled some dates. It was not fun."
Stern jokingly said that when he had heard she was getting death threats he assumed they were from Charlie Sheen.
Schumer is a rising star in comedy and has begun developing her own show for Comedy Central, according to Laughspin.com. Details on the show have been scant but it is known that it will be a sketch show in the vein of the Comedy Central smash hit "Chapelle's Show." Schumer has also compared it to the critically beloved "Louie."
"I'm mostly looking forward to the first and last day of filming season one," Schumer said. "I love the writers and crew to death - great f***ing group of people."
Comedian Tig Notaro is also set to be a series regular despite recently being diagnosed with cancer.
Before Ziggler, Schumer is known to have dated fellow comedian -- and Comedy Central roaster -- Anthony Jeselnik. Jeselnik also has his own show picked up by the network although it's thought to be more of a late night talk show with his own dark sense of humor.