The U.S. band was performing at the Bataclan theater on the night of Nov. 13 when jihadi militants killed 130 people and wounded more than 350 others at several locations in Paris.
Band members Jesse Hughes and Joshua Homme spoke to VICE founder Shane Smith on Friday. Hughes says in a short clip released by HBO that the killers were able to get into the dressing room and killed almost everyone - with the exception of one person who hid under Hughes' leather jacket.
"People were playing dead, and they were so scared," Hughes said.
The concert massacre was one of six attacks throughout Paris the night of Nov. 13, that left 130 people dead overall. The band's merchandise manager, Nick Alexander, was among the victims.
Hughes, with his voice shaking, said, "A great reason why so many were killed is because so many people wouldn't leave their friends."
"So many people put themselves in front of people," he said.
HBO says the interview will be available at VICE's website next week.