The co-anchors gamely took on the challenge and paid a visit to Bane Haunted House, located fittingly in the Hell’s Kitchen neighborhood of New York City.
Peter and Sheinelle braved "40,000-square-feet of pure terror" together, which according to Sheinelle, was "as scary as you could imagine."
Sheinelle led the duo into the massive house, which was packed with surprises hidden in the walls and around each corner. Their frightful experience led to plenty of hilarious reactions.
"In a horror movie, this is what you don't do," Sheinelle said as Peter followed directions given by the actors inside the haunted house.
"I'm a rule follower, I told you!" Peter said, defending himself.
Amid the terrifying moments, Sheinelle also faced another tour-de-horror: her hair being tousled and fussed with.
"You just can't touch my hair," she said to the clown following them throughout the exhibit. "I don't care if you're a clown!"
"Do not mess with the lady's hair," Peter confirmed. "I don't care who you are."
After several terrifying rooms, plenty of nervous jumps and a quick spin inside a makeshift coffin, the duo was sufficiently spooked for the rest of the night.
"Let's go, I can't," Sheinelle says, once they escaped from the terrors inside the house.
"We're good, thanks so much," Peter agreed, quickly following after her.
Afterward, Sheinelle and Peter revealed the haunted house was completely dark inside so they weren't able to see what was coming. "You had no idea where anything was and you knew something was going to jump out. We had no clue what was coming," explained Peter.
Sheinelle said her spin around a fake casket was the scariest part for her while Peter was spooked by the actors, who are allowed to touch visitors, saying, "They get you good!"