“It’s a point of pride that [my wife] Kathy and I have raised three kids who are not only interested in the news, but talk about the news,” Steve Doocy tells PEOPLE

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Steve Doocy, co-host on Fox & Friends, thinks people mistake him and his son, Fox News correspondent Peter Doocy, for brothers 30-40% of the time. But Peter, 31, says it’s less than that.

“It’ll be like, no, he’s my son. He’s 30 years younger!” Steve, 62, tells PEOPLE. “Thank you, I’m flattered, but he’s my son.”

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The father-son duo have worked together at Fox for nearly 10 years, since Peter started at the network after college. Especially early on, having his dad to lean on was “invaluable.”

“My first couple months, trying to learn how to write, he really emphasized that the important thing in a script is not what I think,” Peter, who is based in Washington, D.C., tells PEOPLE. “The most important thing is just the sound bites.”

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His father gave Peter his best advice on his very first day of work.

“I had my jacket off, and he looked at me and he said, while we were walking through the newsroom, ‘You’ve got to roll up your sleeves of your dress shirt,” Peter remembers. “And I said, ‘Dad, why do I need to roll up my sleeves?’ And he said, ‘Because if you walk around with your sleeves rolled up, people will just assume that you are busy.’”

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“If you could find an image of me with sleeves rolled down, I would be shocked,” Steve adds. “Because I was always busy!”

The two remain busy today, with Peter crisscrossing the country covering the 2020 presidential race. They stay in touch — along with the rest of their family, which includes Steve’s wife Kathy and their two daughters — through a group chat where they constantly share the day’s news.

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“You could almost run it at the bottom of the Fox News channel, the ticker at the bottom,” Steve says of their text messages. “It’s a point of pride that Kathy and I have have raised three kids who are not only interested in the news, but talk about the news. The news actually has brought us closer together.”

Peter is still figuring out whether he can join Steve in New Jersey for Father’s Day. Even if he can’t, they agree they’ll have to catch a round of golf soon.

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“It’s not to see who can lose the most golf balls into the water hazard,” Peter says — though that would be his father. “It’s just hanging out with Dad.”

Fox & Friends airs every day at 6 a.m. ET on Fox News Channel.