Joe (56) plays a psychic called Jimmy Gennochi who tries to get in contact with Mrs Brown's late husband, Redser.
The radio host joined comic Brendan O'Carroll to film the episode after being asked to appear in the episode of the award-winning show.
Filming the episode, which took place over three days, was a "terrifying" experience, he said.
"I have to say I was terrified, trying to remember all the lines. I had a lot of lines to learn, but I absolutely loved it.
"It was great. It was a really, really professional operation. Brendan O'Carroll is a genius at what he does," he said.
His isn't the only well known RTE face to appear in the show -- Derek Mooney recently played the role of a hypnotist.
Tomorrow night sees the third episode in season three of Mrs Brown's Boys, and it's Agnes Brown's anniversary.
The show has been a huge ratings hit for RTE.
Mrs Brown's Boys Special on Christmas Day was the third most-watched programme last year, with 1,068,000 viewers.
And the finale of the second series earlier in the year attracted 909,000 viewers, according to the latest figures released yesterday.
Meanwhile, RTE revealed the Late Late Toy Show once again scooped top spot with an average audience of 1,453,000 viewers.
The second most-watched programme of the year was RTE Sport's Euro 2012 coverage of Republic of Ireland versus Croatia in June with 1,236,000 viewers.
Mrs Brown's Boys airs tomorrow at 9.10pm, RTE One