A tearful Billy Brownless has said rumours that Garry Lyon had an affair with his 20-year-old daughter were hurtful and untrue.

The television host and former Geelong footballer appeared alongside host James Brayshaw and Sam Newman at the start of Channel Nine's The Footy Show on Thursday night to discuss Lyon's affair with Brownless' ex-wife Nicky.

The three sat on chairs in front of the desk, rather than behind it, and Newman hugged Brownless before the start of the interview.