Gretchen Lieberum, left, and Maya Rudolph bonded by nerding out over Prince in college. Rick Kern (Getty Images)

Maya Rudolph and Gretchen Lieberum  share a common language: Its name is Prince, and it is funky. So when Lieberum suggested that the two friends who sang together at the University of California, Santa Cruz, should form a Prince cover band called — what else? — Princess, Rudolph didn’t need convincing. “Gretchen and I have been speaking Prince to each other for so long that it wasn’t something we had to think about,” the former “Saturday Night Live” star says. Five years after their first gig, Princess has become a fixture at comedy festivals, but the band is no joke: Rudolph and Lieberum take the music seriously, harmonizing lead vocals on such hits as “Darling Nikki,” “Delirious” and “Let’s Go Crazy.” Now, five months after Prince’s death, Rudolph, who recently co-hosted the NBC variety show “Maya & Marty,” and Lieberum, who just released an album of original songs as cabaret-pop act Sargent, are on a brief tour that ends in D.C. on Sunday.

Maya, what made you say to Gretchen, Princess is a great idea?
Maya Rudolph: I actually didn’t say that’s a great idea. I quoted a line from Morris Day from [the movie] “Purple Rain” and said, “Morris, you’re a genius.”

Gretchen Lieberum: You also said, “Have you been drinking white wine? Because that idea is smooth.”

Rudolph: I feel like that was an out-of-body experience. I don’t remember saying that part. Who says, “Morris you’re a genius?” It wasn’t him.

Lieberum: Apollonia says that.

Rudolph: Oh, that’s right, when they’re drunk. You know, that’s part of our vernacular. The truth is, we’ve been driving everyone else around us nuts saying things from the movie and singing parts from records for so long that [forming the band] really wasn’t out of the ordinary of what we were already doing on a typical Saturday.

[Maya Rudolph sings national anthem in Beyoncé mode]

Do you each remember what made you become a Prince fan?
Lieberum: For me, it was hearing “When Doves Cry” for the first time. My mom had gone grocery shopping and left me in the car — because it was the ’80s and moms did that then — and it came on the radio and I was mesmerized by it. I’d never heard anything like it. There’s not many songs where I can remember the first time I heard them, but that was one of them for sure. And then I got [“Purple Rain”] and became obsessed with the album, and the movie just destroyed my little brain.

Rudolph: The music was in my house pretty early on. We had an older cousin who came to stay with us. She was of age to buy “Dirty Mind” and so she played it in the house. I always used to stare at the album cover, sort of like, what’s up with this guy? Is this a band or is this a person? Who is he? It felt like a completely different world: the black and white and the darkness of the album cover. I loved the music and none of it registered in terms of the lyrics. I think even in my jazz [dance] class, I remember we used to do a routine to the 12-inch version of “Let’s Work.”

What was that like?
Rudolph: It was great, are you kidding me? It’s such a good song to dance to. Prince wasn’t mine until “Purple Rain.” I was 11 and I saw the movie and that took it to a completely different place.

[Maya Rudolph is the funniest woman on TV this summer]

In April, Princess had a show scheduled at a comedy festival in Austin. Two days before the concert, Prince died. Was there any hesitation about going on with the show?
Lieberum: Yeah, definitely. I was on my way to band practice and I got about 50 texts all at once: “Oh my God, is it true?” “What happened?” I pulled over the car, thinking, did something happen to my family? Finally, my husband called me and Maya called me shortly after and we got real, real emotional on the phone together. Maya and I talked — we just weren’t sure what the right thing to do was. The more I thought about it, the more I felt like I wanted to do it for the audience and for the love of the music and for us. It was really emotional and I’m really glad we did it. People were laughing and crying and dancing in the aisles.

Prince appreciated the band, didn’t he?
Lieberum: Yes, he gave us the thumbs-up and some nice hugs. The hug is burned into my soul.

Earlier this month, you were in Minneapolis for the Revolution’s reunion shows at First Avenue — where much of “Purple Rain” was filmed — and you got invited onstage. Did you feel his presence in the club?
Rudolph: He was absent, there’s no question. Some people say you feel him in the building — what he created was in the building. We’re all devout followers of Prince and for me it was almost like going to church and that was my church for the night.

For me, there was something missing, I won’t lie. But that being said, it was incredible to be there. For us, it’s not just Prince — it’s what he created. It’s the people he worked with, too. We’re huge fans of Wendy and Lisa and the music they’ve continued to make. It was like Prince fantasy camp meets living out our dreams of being in the Revolution and being in “Purple Rain.” It was incredible.

9:30 Club, 815 V St. NW; Sun., 7 p.m., $30.