Andy Cohen and Son Ben, 3, Marvel at New York's Thanksgiving Day Parade: 'We Had a Ball!'

Andy Cohen Instagram

Andy Cohen is feeling grateful for his family this Thanksgiving.

The Bravo star, 54, kicked off his Thanksgiving celebrations in a special way Thursday, taking in the Thanksgiving Day Parade in New York City with his son Benjamin Allen, 3½.

The father-son bonding experience was captured in photos and videos on the Watch What Happens Live host's Instagram, where the pair could be seen enjoying performances by the Rockettes, Mariah Carey and Dionne Warwick alongside multiple fun balloon floats.

"I am legitimately freaking out," Cohen said in a selfie-style video. "This is a non-stop show. This may be the best thing I've ever been to actually, it's so good."

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Andy Cohen Instagram

Later, Cohen shared a video of him holding Ben in the background of the parade's Today coverage, with the two dancing together.

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"We had a ball!" he captioned the sweet moment.

In addition to Ben, the Radio Andy host is also dad to daughter Lucy Eve, 6 months,

Earlier this month, Cohen chatted with PEOPLE about how he's navigating his new role as a dad of two, saying that he's had a "total shift in priority" since welcoming his kids.

"I'm choosing to stay home with them so much more than I ever would have," he shared. "I was not someone who ever stayed at home, so my priorities have just totally changed."

Andy Cohen/Instagram

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As a single parent, Cohen emphasized the importance of "being supported."

"Make sure you have help," he added.

With the new addition of a second child, the TV personality said one of his biggest challenges is time management.

"Just when I think I've had a lot of really quality time with Ben, I have to go to Lucy and sit with her and I just want to look in her face and I want her to see me and hear my voice and know that I'm here," he explained. "It's just about juggling time management with the two of them."