From left: Kevin Bacon and Jennifer Nettles on ‘The Bondsman’. Photo: Tina Rowden/Prime

Kevin Bacon and Jennifer Nettles might be the musical duo we never knew we needed.

On their new Prime Video series The Bondsman, which premiered on Thursday, April 3, Bacon and Nettles play exes who get a second chance at reconnection. The former couple share a love of music, something of which is teased in the show’s official trailer.

Like their fictional characters, Bacon, 66, and Nettles, 50, boast deep musical backgrounds as well. Bacon has been a part of The Bacon Brothers alongside brother Michael since 1995, while Nettles has been in the country music duo Sugarland with Kristian Bush since 2002.

Bacon tells PEOPLE exclusively that he has “written a bunch of songs” with Nettles for their show, calling it a “great” experience.

“I have been writing songs since I was 12, and I’ve written a lot of songs and my brother [Michael] and I have written a lot of songs together with The Bacon Brothers, and we’ve also more recently actually got the chance to partner with some great songwriters,” he explains. “Jen comes from that tradition in country music where a lot of people write songs, and so it was very comfortable right away. We just had a very good musical songwriting connection right away.”

Bacon says they “first met in a studio in New York and wrote one [song], and then a few other times we would just bat ideas around” and “send each other voice notes.”

“Like I’d say, ‘This is great. How about this for the bridge?’ And then, she’d say, ‘Oh, cool. And here’s the second verse.’ Just that kind of stuff,” he continues. “And then, we ended up, the characters are ex-husband and wife. It’s a big important part of the storyline is that they had an act probably 15 years ago and it broke up.”

Kevin Bacon in ‘The Bondsman’.  Tina Rowden/Prime

Noting that his character is “a self-destructive man” who has “trashed a lot of good things in my life, including this musical connection and our marriage,” he adds: “She says, ‘Why were you so afraid to do something that where you might be able to actually make a living at it?’ I had such a precious and special idea about the difference between good music and bad music that I wasn’t willing to compromise at all. And so, I end up with no musical career, and she’s still playing and singing in the show.”

The music magic between Bacon and Nettles even left their costar Jolene Purdy in awe, as she tells PEOPLE what it was like being “front row” for the special moments on set.

“On the show, they’re all singing. So Jennifer Nettles and Max, who’s playing [Kevin and Jennifer’s] son, they’re all singing this song [with Kevin]. And one day, we were shooting and we had some downtime and he just pulled up a guitar and was like, ‘Well, let’s practice,'” she recalls.

From left: Kevin Bacon and Jolene Purdy in ‘The Bondsman’.  Tina Rowden/Prime

From there, the Unseen actress instantly had to “text my friend” about the moment. “I was like, ‘Just so you know, I’m being serenaded by Kevin Bacon and Jennifer Nettles right now,'” she recalls.

“I put my phone down, I closed my eyes and I was just like, ‘Oh, what? It’s a private concert,'” she adds. “And I get it for free at work. I get paid for it. Front row.”