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King revealed that this was the trio's second trip to the Grand Canyon.
"We went years ago in 1993, doing a shoot for the show," King tells ET. "And Oprah said, 'I didn't really get to see it then.' She says, 'I was busy working. I didn't really get to see it.'"
The return trip gave King a chance to redeem herself, admitting that she had difficulty keeping up with the famous couple during their first outing 23 years ago.
See more photos of Oprah through the years:
Oprah through the years
Oprah through the years
Oprah Winfrey speaks during the unveiling ceremony of the Maya Angelou Forever Stamp at the Warner Theater in Washington, DC, on April 7, 2015. AFP PHOTO/NICHOLAS KAMM (Photo credit should read NICHOLAS KAMM/AFP/Getty Images)
HOLLYWOOD, CA - FEBRUARY 22: Oprah Winfrey attends the 87th Annual Academy Awards at Dolby Theatre on February 22, 2015 in Hollywood, California. (Photo by Christopher Polk/Getty Images)
SANTA MONICA, CA - FEBRUARY 21: Oprah Winfrey speaks onstage during the 2015 Film Independent Spirit Awards at Santa Monica Beach on February 21, 2015 in Santa Monica, California. (Photo by Kevork Djansezian/Getty Images)
PASADENA, CA - FEBRUARY 06: (L-R) Actress Carmen Ejogo, actress/producer Oprah Winfrey and director/producer Ava DuVernay accept the award for Outstanding Motion Picture for 'Selma', onstage during the 46th NAACP Image Awards presented by TV One at Pasadena Civic Auditorium on February 6, 2015 in Pasadena, California. (Photo by Frederick M. Brown/Getty Images for NAACP Image Awards)
Actress/producer Oprah Winfrey arrives for the Oscars Nominees' Luncheon hosted by the Academy of Motion Picture Arts and Sciences, February 2, 2015 at the Beverly Hilton Hotel in Beverly Hills, California. The 87th Oscars will take place in Hollywood, California February 22, 2015. AFP PHOTO / ROBYN BECK (Photo credit should read ROBYN BECK/AFP/Getty Images)
SELMA, AL - JANUARY 18: 'Selma' director Ava DuVernay, actor David Oyelowo, and producer/actress Oprah Winfrey participate in the ceremony to commemorate the life of Dr. Martin Luther King, Jr. on January 18, 2015 in Selma, Alabama. (Photo by David A. Smith/Getty Images)
LOS ANGELES, CA - JANUARY 15: (EXCLUSIVE COVERAGE) Actors David Oyelowo (L) and Oprah Winfrey attend the 20th annual Critics' Choice Movie Awards at the Hollywood Palladium on January 15, 2015 in Los Angeles, California. (Photo by Jason Kempin/Getty Images for A&E Network)
BEVERLY HILLS, CA - JANUARY 09: (EDITORS NOTE: IMAGE WAS SHOT IN BLACK AND WHITE) Actors Miles Teller (L) and Oprah Winfrey attend the 15th Annual AFI Awards at Four Seasons Hotel Los Angeles at Beverly Hills on January 9, 2015 in Beverly Hills, California. (Photo by Frazer Harrison/Getty Images for AFI)
SANTA BARBARA, CA - DECEMBER 06: Oprah Winfrey attends the 'Selma' and the Legends Who Paved the Way gala at Bacara Resort on December 6, 2014 in Goleta, California. (Photo by Jason Merritt/Getty Images)
NEWARK, NJ - SEPTEMBER 27: Oprah Winfrey attends the Oprah's The Life You Want Weekend - Day 2 at Prudential Center on September 27, 2014 in Newark, New Jersey. (Photo by Dave Kotinsky/Getty Images)
NEWARK, NJ - SEPTEMBER 26: Oprah Winfrey speaks at the Oprah's The Life You Want Weekend - Day 1 at Prudential Center on September 26, 2014 in Newark, New Jersey. (Photo by Dave Kotinsky/Getty Images)
PASADENA, CA - FEBRUARY 22: Oprah Winfrey speaks onstage during the 45th NAACP Image Awards presented by TV One at Pasadena Civic Auditorium on February 22, 2014 in Pasadena, California. (Photo by Kevin Winter/Getty Images for NAACP Image Awards)
LONDON, ENGLAND - FEBRUARY 16: Presentater Oprah Winfrey poses in the winners room at the EE British Academy Film Awards 2014 at The Royal Opera House on February 16, 2014 in London, England. (Photo by Anthony Harvey/Getty Images)
LOS ANGELES, CA - JANUARY 18: Actress-TV personality Oprah Winfrey in the audience during the 20th Annual Screen Actors Guild Awards at The Shrine Auditorium on January 18, 2014 in Los Angeles, California. (Photo by Kevork Djansezian/Getty Images)
SANTA MONICA, CA - JANUARY 16: Actress Oprah Winfrey attends the 19th Annual Critics' Choice Movie Awards at Barker Hangar on January 16, 2014 in Santa Monica, California. (Photo by Christopher Polk/Getty Images)
WASHINGTON, DC - NOVEMBER 20: Oprah Winfrey attends a dinner in honor of the Medal of Freedom awardees at the Smithsonian National Museum of American History on November 20, 2013 in Washington, DC. The Presidential Medal of Freedom is the nation's highest civilian honor, presented to individuals who have made meritorious contributions to the security or national interests of the United States, to world peace, or to cultural or other significant public or private endeavors. (Photo by Kevin Dietsch-Pool/Getty Images)
US President Barack Obama chats with broadcast journalist Oprah Winfrey before presenting her with the Presidential Medal of Freedom during a ceremony in the East Room of the White House on November 20, 2013 in Washington, DC. The Medal of Freedom is the country's foremost civilian honor. AFP PHOTO/Mandel NGAN (Photo credit should read MANDEL NGAN/AFP/Getty Images)
Oprah Winfrey waves as she speaks during the Let Freedom Ring Commemoration and Call to Action to commemorate the 50th anniversary of the March on Washington for Jobs and Freedom at the Lincoln Memorial in Washington, DC on August 28, 2013. Thousands gathered on the mall on the anniversary of the march and Dr. Martin Luther King, Jr.'s famous 'I Have a Dream' speech. AFP PHOTO / Saul LOEB (Photo credit should read SAUL LOEB/AFP/Getty Images)
LOS ANGELES, CA - AUGUST 12: Oprah Winfrey attends LEE DANIELS' THE BUTLER Los Angeles premiere, hosted by TWC, Budweiser and FIJI Water, Purity Vodka and Stack Wines, held at Regal Cinemas L.A. Live on August 12, 2013 in Los Angeles, California. (Photo by Mike Windle/Getty Images for TWC)
NEW YORK, NY - AUGUST 05: Oprah Winfrey attends the press conference for The Weinstein Company's LEE DANIELS' THE BUTLER at Waldorf Astoria Hotel on August 5, 2013 in New York City. (Photo by Ben Gabbe/Getty Images for Lee Daniel's THE BUTLER)
CAMBRIDGE, MA - MAY 30: Oprah Winfrey receives an Honorary Doctor of Laws Degree at 2013 Harvard University 362nd Commencement EXercises at Harvard University on May 30, 2013 in Cambridge, Massachusetts. (Photo by Paul Marotta/Getty Images)
COLLEGE PARK, GA - MAY 20: Oprah Winfrey attends the Spelman College Commencement at Georgia International Convention Center on May 20, 2012 in College Park, Georgia. (Photo by Rick Diamond/Getty Images)
NEW YORK, NY - MARCH 09: Oprah Winfrey attends at the 3rd annual Diane Von Furstenberg awards at the United Nations on March 9, 2012 in New York City. (Photo by Andrew H. Walker/Getty Images)
US television talkshow Queen Oprah Winfrey gestures during an interview at Jaipur Literature Festival (JLF) in Jaipur on January 22, 2012. Television chatshow queen Oprah Winfrey received a rock star's welcome when she spoke on Sunday to a heaving audience of thousands of fans at the Jaipur Literature Festival in India. Winfrey, wearing a gold and red Indian outfit, told the packed crowd that her love of books had helped her education and enabled her to rise from a poor childhood in Mississippi to become one of the world's most influential women. AFP PHOTO / Prakash SINGH (Photo credit should read PRAKASH SINGH/AFP/Getty Images)
MEYERTON, HENLEY ON KLIP - JANUARY 14: Oprah Winfrey poses with the Graduates at the inaugural graduation of the class of 2011 at Oprah Winfrey Leadership Academy for Girls on January 14, 2012 in Henley on Klip, South Africa. (Photo by Michelly Rall/Getty Images)
US talk show queen Oprah Winfrey looks on as she answers to journalist's questions at her South African girls' academy on January 13, 2012 in Henley on Klip. Winfrey founded the $40-million school for girls in 2007. AFP PHOTO/ STEPHANE DE SAKUTIN (Photo credit should read STEPHANE DE SAKUTIN/AFP/Getty Images)
Oprah Winfrey winner for Favorite Talk Show Host during The 30th Annual People's Choice Awards - Press Room at Pasadena Civic Auditorium in Pasadena, California, United States. (Photo by Jeffrey Mayer/WireImage)
NASHVILLE, TN - MAY 2: Oprah Winfrey arrives at the opening of Charlie's War at the Nashville Film Festival at the Green Hills Regal Cinema May 2, 2003 in Nashville, Tennessee. Her father Vernon Winfrey has a role in the film. (Photo by Adriane Jaeckle/ Getty Images)
"I don't want to say that I'm a whiner or complainer. Those two were hiking. They were like goats," King recalls. "We had these 75-pound backpacks on, and I literally said, 'I can't do it. I can't go another step. This is hard!' So Oprah wound up carrying her backpack and mine, too."
This time around it was only the heights that got to her.
"Oprah really is fearless about most things," King says. "She got right on the edge and looked over. I'm the one standing in the background going, 'No! Be careful!'"
Winfrey documented part of her trip on video and was brought to tears by the breathtaking sunrise during a photo shoot for her magazine.
"So it's a new year, 2017, and no better way to start it off, I think, than with grandness and grandeur here overlooking the fantastic, amazing Grand Canyon," Winfrey says in a clip. "This is kicking off our great 'Year of Adventure' in O magazine, and I'm hoping it will be a year of great adventures and experiences as well."
See photos of Gayle King:
JERSEY CITY, NJ - JUNE 03: Co-Hosts Nacho Figueras and Gayle King attend The Tenth Annual Veuve Clicquot Polo Classic at Liberty State Park on June 3, 2017 in Jersey City, New Jersey. (Photo by Andrew Toth/Getty Images for Veuve Clicquot)
NEW YORK, NY - MAY 24: (L-R) Gayle King and Allen Hughes attend the New York Screening of 'The Defiant Ones' at iPic Theater on May 24, 2017 in New York City. (Photo by Johnny Nunez/WireImage)
NEW YORK, NY - MAY 05: Gayle King attends The Sean Penn & Friends Haiti Takes Root benefit dinner and auction supporting J/P Haitian Relief Organization at Sotheby's on May 5, 2017 in New York City. (Photo by Andrew Toth/FilmMagic)
NEW ORLEANS, LA - JULY 02: Gayle King attends the 2016 ESSENCE Festival presented By Coca-Cola at Ernest N. Morial Convention Center on July 2, 2016 in New Orleans, Louisiana. (Photo by Paras Griffin/Getty Images for 2016 Essence Festival)
NEW YORK, NY - JUNE 13: Gayle King attends the premiere of EPIX original documentary 'Serena' at SVA Theater on June 13, 2016 in New York City. (Photo by Andrew Toth/FilmMagic)
NEW YORK, NY - JUNE 13: Gayle King (L) and Tennis Player Serena Williams speak onstage during the EPIX New York Premiere of 'Serena' on June 13, 2016 in New York City. (Photo by Monica Schipper/Getty Images for EPIX)
NEW YORK, NY - MAY 24: Gayle King attends the 2016 Gordon Parks Foundation Awards Dinner at Cipriani 42nd Street on May 24, 2016 in New York City. (Photo by Daniel Zuchnik/WireImage)
NEW YORK, NY - MAY 21: Gayle King (R) poses for a selfie with Cory Nieves during Harlem EatUp!: The Saturday Stroll at Morningside Park on May 21, 2016 in New York City. (Photo by D Dipasupil/Getty Images for Harlem EatUp!)
NEW YORK, NY - MAY 19: TV personality Gayle King and HBO Documentary Films President Sheila Nevins attend a conversation with HBO's Sheila Nevins at the HBO Screening Room on May 19, 2016 in New York City. (Photo by Thos Robinson/Getty Images for Peabody)
NEW YORK, NY - MAY 02: (L-R) Janet Mock, Sheila Nevins, Gayle King, and Jenna Lyons attend Times Talks in Conversation at New York Society for Ethical Culture on May 2, 2017 in New York City. (Photo by CJ Rivera/FilmMagic)
NEW YORK, NY - MAY 02: Gayle King attends Times Talks in Conversation: Sheila Nevins with Gale King, Jenna Lyons and Janet Mock at New York Society for Ethical Culture on May 2, 2017 in New York City. (Photo by CJ Rivera/FilmMagic)
NEW YORK, NY - MAY 17: Television personality Gayle King enters a Midtown Manhattan hotel on May 17, 2017 in New York City. (Photo by Ray Tamarra/GC Images)
NEW YORK, NY - MAY 16: Gayle King and Angie Martinez arrive to discuss her new book 'Voice Of New York' at Barnes & Noble Union Square on May 16, 2016 in New York, New York. (Photo by Steve Mack/Getty Images)
NEW YORK, NY - MAY 09: Gayle King and Oprah Winfrey attend The Robin Hood Foundation's 2016 Benefit at Jacob Javitz Center on May 9, 2016 in New York City. (Photo by Kevin Mazur/Getty Images)
LOUISVILLE, KY - MAY 07: Gayle King attends the Delta Dental Celebrity Green Room during the 142nd Kentucky Derby at Churchill Downs on May 7, 2016 in Louisville, Kentucky. (Photo by Robin Marchant/Getty Images for Delta Dental)
LOUISVILLE, KY - MAY 06: Gayle King attends the Barnstable Brown House on May 6, 2016 in Louisville, Kentucky. (Photo by Stephen J. Cohen/WireImage)
WASHINGTON, DC - APRIL 30: Gayle King attends the 102nd White House Correspondents' Association Dinner on April 30, 2016 in Washington, DC. (Photo by Larry Busacca/Getty Images)
WASHINGTON, DC - APRIL 29: Gayle King attends the Google/HBO celebration of 'All The Way' during White House Correspondents' weekend at the Renwick Gallery on April 29, 2016 in Washington, DC. (Photo by Paul Morigi/Getty Images for Google)
NEW YORK, NY - APRIL 26: TV Personality Gayle King attends the 2016 Time 100 Gala at Frederick P. Rose Hall, Jazz at Lincoln Center on April 26, 2016 in New York City. (Photo by Mark Sagliocco/Getty Images)
NEW YORK, NY - APRIL 20: Lucy Kaylan and Gayle King attend Tribeca Tune In: 'Greenleaf' Screening during 2016 Tribeca Film Festival at John Zuccotti Theater at BMCC Tribeca Performing Arts Center on April 20, 2016 in New York City. (Photo by Gilbert Carrasquillo/FilmMagic)
NEW YORK, NY - APRIL 14: (EXCLUSIVE COVERAGE) Gayle King poses for a portrait during the Juror Welcome Lunch at the 2016 Tribeca Film Festival on April 14, 2016 in New York City. (Photo by Larry Busacca/Getty Images)
NEW YORK - APRIL 13: 'CBS This Morning' Co-Hosts Norah O'Donnell, Charlie Rose and Gayle King and Executive Producer Ryan Kadro on the set of America's fastest growing morning news program. (Photo by John Paul Filo/CBS via Getty Images)
NEW YORK, NEW YORK - APRIL 07: Gayle King attends the 2016 Dress For Success Give Confidence, Hope & Style Gala at Grand Hyatt New York on April 7, 2016 in New York City. (Photo by Daniel Zuchnik/WireImage)
NEW YORK, NEW YORK - APRIL 06: Gayle King is seen in Midtown on April 6, 2016 in New York City. (Photo by Raymond Hall/GC Images)
NEW YORK, NEW YORK - APRIL 04: Gayle King attends the 'Nothing Left Unsaid' premiere at Time Warner Center on April 4, 2016 in New York City. (Photo by Donna Ward/Getty Images)
NEW YORK, NY - MARCH 20: TV personality Gayle King attends the 'Batman V Superman: Dawn Of Justice' New York premiere at Radio City Music Hall on March 20, 2016 in New York City. (Photo by Jim Spellman/WireImage)
NEW YORK, NY - MARCH 14: Gayle King attends the 'Everything Is Copy Nora Ephron: Scripted & Unscripted' sc at The Museum screening at Museum of Modern Art on March 14, 2016 in New York City. (Photo by Donna Ward/Getty Images)
NEW YORK, NY - FEBRUARY 18: Co-anchor of CBS This Morning, Gayle King (L) and CEO of Absolut Elyx Jonas Tahlin attend as Harvey Weinstein hosts a celebration for Forest Whitaker in Eugene O'Neill's 'Hughie' at Elyx House NYC on February 18, 2016 in New York City. (Photo by Nicholas Hunt/Getty Images)
NEW YORK, NY - FEBRUARY 02: TV personality Gayle King attends L. A. Reid in conversation with Gayle King with special guest Meghan Trainor at 92Y on February 2, 2016 in New York City. (Photo by Jim Spellman/WireImage)
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Another adventure Winfrey wants to do is go truffle hunting in Italy.
"And they don't do it with pigs. They do it with dogs," King says. "So the dogs go and dig up the truffles for you. We're thinking that could be a fun thing."
But if you aren't able to jet across the world in the coming year, King says there are still plenty of adventures to be had in your own backyard.
"Adventures can be big and small," she says. "Adventures can be a cooking class. Adventures can be a job. Adventures can be a relationship. Adventures can be trying something that you haven't done before."
The January issue of O, The Oprah Magazine hits newsstands on Tuesday.