In a recent interview, CNN anchor Anderson Cooper said that he “immediately regretted” how he came out gay to his famous mother Gloria Vanderbilt.

Cooper and Vanderbilt's relationship is the subject of an upcoming book, The Rainbow Comes and Goes: A Mother and Son Talk About Life, Love and Loss, and an HBO documentary, Nothing Left Unsaid, which premieres on the premium cable network on Saturday, April 9.

Cooper told PEOPLE that he came out to himself at 11, but waited 10 years before telling his mother.

“I came out to my friends in high school, but it wasn't until I was 21, I think, that I came out to my mom,” he said. “And it was interesting, because we had never discussed it after I'd come out. She accepted it and met boyfriends I had and life continued, but we never talked about the actual moment that I had come out to her because we both had different perceptions and understandings of what I had said.”

Cooper, 48, said that he “immediately regretted” how he came out to his mother, saying that including the phrase “I think I am” led to a sense that his mother perceived his identification as a gay man as an uncertainty.

Vanderbilt, 92, shocked her son during the taping by revealing that she had a brief relationship with a girl at 13.

“What?? Hello? This is news to me,” Cooper said.

“We had this sort of lesbian relationship and it felt so great,” she said.

Vanderbilt's mother, Gloria Morgan Vanderbilt, lost custody of her daughter amid accusations that she was a lesbian. The custody battle made national headlines in 1934. Vanderbilt told PEOPLE that her mother dated men and women.

“I thought, 'Have I inherited this?' I worried about it for many many years until I knew I was interested in boys and then I resolved it,” she said.