“God bless Mr. [Kevin] Costner, he was like, ‘No – you’re going to dye it,'” Annable recalled to people

Dave Annable is embracing his natural salt and pepper look!

In an exclusive conversation with PEOPLE at the season 2 premiere of Lioness on Oct. 23, the actor, 45, dished on being allowed to go gray for the thriller series.

“I asked and this one they said yes,” he said, before recalling, “I asked on Yellowstone, and God bless Mr. [Kevin] Costner, he was like, ‘No – you’re going to dye it. I don’t want to look that old.’ I was like, ‘Oh, okay. Copy that. That makes sense.'”

“So yeah, [for] this one I think it work,” he said of his role as Neal in the thriller series Lioness. “We’re able to use it. It looks doctor-y.”

In Yellowstone, Annable plays Lee Dutton, the ill-fated son of patriarch John Dutton (Costner). While speaking to PEOPLE in July 2023, the actor revealed that he initially passed on auditioning for the western when his wife Odette introduced him to Taylor Sheridan, the creator of Yellowstone and Lioness.

“I’m from New York. I was on a horse twice in my life,” he laughed at the time. “I had no idea how much I would love ‘being a cowboy,’ and being in the mountains of Montana and on a horse. I mean, it hits different, all of it.”

While Annable’s time on the ranch was short-lived, Sheridan had another role in mind for him on Lioness.

“I’m super excited. Taylor’s incredible. He’s one of the best, most authentic voices we have out there right now,” he told PEOPLE at the time. “You put this cast together and I’m like, “Holy s—, this is an all-star team.”

“Taylor has said I have a face he wants to kill,” he added. “For this, I was like, ‘Don’t kill me, I can’t take two in a row.'”

In addition to Annable, Lioness stars Zoe Saldaña, Nicole Kidman, Morgan Freeman, Genesis Rodriguez, Laysla De Oliveira, Jill Wagner, LaMonica Garrett, Jennifer Ehle, James Jordan, Austin Hébert, Jonah Wharton, Bruce McGill and Thad Luckinbill.