Jack Harlow Had No Idea Ray J and Brandy Are Siblings, Finds Out Live on Air

Jack Harlow just discovered the connection between Ray J and Brandy, getting schooled on their family history live on air ... and it's all on video and hilarious!!!

The "First Class" rapper was doing a live interview Wednesday on "Ebro in the Morning" on Hot97 radio in New York when the hosts got him to play a music guessing game.

While a Brandy song plays in his headphone, Jack struggles to name the voice singing the lyrics ... with his first guess Aaliyah. Nope!!!

The hosts playfully rib Jack and start feeding him clues ... telling him the singer starred in her own TV show.

Jack asks for more and then it gets funny ... the hosts think he will figure it out once they steer him in the direction of Ray J, so they hint at the singer's brother having an amazing sex tape.

The lightbulb doesn't quite turn on for Jack right away ... and then he asks who is Ray J's sister.

Um, it's Brandy ... but apparently, not everyone knows.

Jack's a good sport about it in the end ... explaining no one ever told him that fun fact and saying he had no idea.