The 84-year-old flashed his gun to a room full of people during a speech, telling them it's just like the American Express card - you don't leave home without it.
The bizarre moment went down while Michael Jackson's dad was at the Tuscany Hotel and Casino in Vegas this weekend to be honored at the Black Music Awards.
Joe was introduced by his friend, Majestik, who told the crowd a story about Joe confronting Michael Jackson's bodyguards two weeks before the icon's death.
During the confrontation, Majestik says Joe flashed his gun and said, "If I hear you all givin' my son drugs or doing anything illegal with my son ... I'mma kill all of you."
When Majestik turned the mic over to Joe, he said. "It's very true. Every word he said."
Then Joe told the crowd, "I carry a piece everywhere I go ... I'm gonna show it to you."
And so he did. "I've been threatened a lot of times and so I need to be safe," he added.