In a clip provided by NBC, Brees admits to being "terrified" before dropping into the cave, with Grylls offering the helpful reminder to "Protect your face." While about halfway down, Brees yells up, "I'm doing good," then turns to the camera and mutters, "I'm not doing good."
The two also appear to be using a deflated football as a base underneath the rope.
The episode is scheduled to air at 10 p.m. ET.