John Lennon’s Ex May Pang Reveals She Cried the First Time They Had S * x: ‘Where Was It Going to Lead?’ (Exclusive)

May Pang’s 18-month romance with John Lennon is the subject of a new documentary called The Last Weekend, out April 13

As a lifelong fan of the Beatles, May Pang was, in 1973, living what many would consider the dream. After working for John Lennon and Yoko Ono as their personal secretary, Pang had recently started dating the former Beatle amid a break in his marriage.

And yet, the beginning of their romance was not an idyll honeymoon stage, but one fraught with nerves for the then-23-year-old. As Pang, 72, reveals in her new documentary The Lost Weekend, she even shed tears the first time she and Lennon slept together.

“I didn’t know where it was going to lead,” she explains in this week’s issue of PEOPLE. “I was like, ‘What’s going to happen?’ I was very content in working. [But] he kept saying, ‘I don’t know where this is going to lead, but let’s just do the jump.'”

And jump they did, embarking on a whirlwind 18-month romance from 1973 to 1975 that Lennon later dubbed his “lost weekend,” a reference to the 1945 Billy Wilder film.

May Pang and John Lennon in 1974. Ron Galella/Ron Galella Collection via Getty
Though their relationship soon blossomed into love, its origins were less than traditional. Lennon, 10 years Pang’s senior, had been married to Ono, now 90, for four years when their marriage hit a rough patch. Amid the tension, Ono wanted time apart — and she wanted Pang to fill that time as Lennon’s new girlfriend.

“I refused,” Pang says. “I respected their marriage. I said, ‘That’s not what I want to do.’ I was very happy as a worker.”

Soon however, as she says in her documentary, Lennon had “charmed the pants off” her, and the two were in a full-fledged relationship, even moving in together in New York City in 1974. They often jetted out to Los Angeles for boisterous get-togethers with pals like Harry Nilsson, Ringo Starr (who was her favorite Beatle as a teen — “I was partial to blue eyes!” she says) and Mick Jagger. Lennon even got to work in the studio, crafting albums like Walls and Bridges and Rock ‘n’ Roll.

“He was just an interesting person. He really loved everything, and wanted to explore,” Pang recalls. “He loved to get up, have his coffee in the morning. He loved blueberry pancakes, he loved swimming. He was just an awesome person who wanted to discover things.”

Together, the two bonded over music, “the one thing that [Lennon] loved the most,” and even spent time jamming with former Beatles bandmates Paul McCartney and George Harrison. “George once said, ‘I’m so happy you’re with John,’ and that was a nice thing of him to say to me,” she recalls.

John Lennon and May Pang. Peter Simins/WWD/Penske Media via Gett
Still, Ono’s presence loomed large, and she called often, sometimes upwards of 15 times per day. Though Lennon agreed to Ono’s request for a divorce in 1974, it never happened, and by 1975, the two had reconciled. Pang believes that Lennon’s enthusiasm at ending their marriage took Ono by surprise, and was the catalyst behind her desire to end the so-called “lost weekend” and win her husband back. Lennon had been trying to quit smoking, and Ono told him she knew a hypnotist. Pang says she “knew” things were over when Lennon went to Ono to take her up on her offer. “You just know,” she says. “He was not the same when I saw him [again].”

The breakup was difficult for Pang, who says “there wasn’t any” sense of closure, and the two spent time together romantically over the next five years until Lennon’s tragic death in 1980.

“He’d secretly come over to see me. He would say, ‘You know, I still love you,'” she recalls. “He said things to me that were really very intimate and you could sense there was something still. It was gnawing at him. It was not a finished situation.”

May Pang. John Lamparski/Getty
Lennon’s death in December 1980 was devastating for Pang, who went on to have careers in music publishing, acting, writing and jewelry design. Now, though, she’s nothing but grateful for the time they spent together.

“The beginning was still raw. Now, I see it as a gift. Our relationship was a gift and it was meant to be,” she says. “I was happy I could give him something that he felt good about, that he never felt before.”

The Lost Weekend hits theaters on April 13. Pang will also be hosting two photo exhibitions at City Winery in New York City (April 8 and 9) and Philadelphia (April 15 and 16).