And there's no question in his mind that cars are art.
"That's what I find exciting," he said in a phone interview Friday with The Salt Lake Tribune. "When you look at the cars from the '20s and '30s, they're now looked upon as sort of rolling sculpture."
He expressed amazement at the recent sale of Edvard Munch's painting "The Scream" for $120 million.
"I mean, it's a very nice painting," Leno said. "But it's a painting on a piece of paper. And to me, someone who can take metal and sculpt it and make it look exciting and then get in it and it goes down the road, that's got to be worth at least a tenth of that. That seems to me a bigger accomplishment."
Gross has known Leno for decades Gross' uncle gave the "Tonight Show" host his first job as a comedian and he collaborates with him on his Popular Mechanics column.
"He's probably the country's best-known car collector," Gross said. "He's very serious about his car hobby. Really knows his stuff."
Leno boasts a large and impressive car collection. He's got everything from Ferraris to Lambourghinis, Chryslers to McClarens, Duesenbergs to Bugattis, electric cars to autos powered by steam engines.
How many does he have?
"Oh, boy. You sound like my wife," Leno said. "There's about a hundred and something."
And there are another hundred and something motorcycles in his garage.
Which one is his favorite?
"It's usually the last car you worked on," Leno said. "Sometimes the fun is getting them to run properly. Then you put it back in the garage and you find something else that's broken. And you work on that one."
This won't be Leno's first car-related trip to Utah. He's been to the Bonneville Salt Flats, and he thinks it's about time the state had something like the UMFA exhibition.
"You know what's great? The fact that it's in Utah," he said. "Utah is, like, the birthplace of speed. There's such history there."
Some of that history is on display at UMFA. The cars include Beast III, Mormon Meteor I and Mormon Meteor III.
"The cars are over the top," said Gross. "We have probably $100 million worth of cars under this roof. And many of them are one-of-a-kind and they're record-setters."
But Leno is just as comfortable talking about a junker he pulled out of a field near his home and rebuilt when he was a teenager as he is talking about multi-million dollar classic cars. And he's looking forward to doing just that on Saturday.
"In Hollywood, there aren't really many guys who sit around and talk about cars," he said. "So it's fun to be able to go to these things where men and women mostly guys just want to show up and ask questions and swap stories."
"We'll try to keep them entertained and amused for an hour and a half," Gross said. "That's not hard when you've got Jay Leno."
Cars and Conversation with Jay Leno
P Saturday, 8 p.m.
Where • Kingsbury Hall, 1395 E. Presidents Circle, Salt Lake City
Tickets • $19.95-$59.95, available at the box office, speedumfa.com, smithstix.com and all Smith's Tix locations.