The musician has long admired Mayer's work, and he was in awe when the rocker wanted to jump on one particular track from "Dangerous Levels of Introspection".
"It's one of the coolest things that's ever happened to me," Saxe gushed on U.S. breakfast show "Today".
"He came (to the studio), he listened to the album before we released it... He liked the song Here's Hopin', and he played on it, and every time I hear my songwriting hero playing on my debut album, I just run circles around myself in excitement."
Landing a collaboration with Mayer is Saxe's latest "pinch me" moment after his single "If the World Was Ending", which features fellow singer Julia Michaels, earned a Song of the Year nomination - his first - at the 2021 Grammy Awards.
He and Michaels wrote the track together on the day they were introduced, and then started dating.
"(The Grammy nomination was) entirely surreal and special for so many reasons," he said.
"The main one is that I got to share it with someone I love, so sitting with Julia and hearing that we got the nomination and calling my family, it was so extremely special, and just to be validated for a song that is exactly the kind of music I want to spend the rest of my life making was the most encouraging thing that could have possibly happened going into my first album."
"Dangerous Levels of Introspection" was released on Friday (25Jun21).