Harry Styles, Niall Horan, Zayn Malik, Louis Tomlinson and Liam Payne have become a worldwide phenomenon after forming on The X Factor just four years ago.
Speaking to Graham Norton about the level of attention they receive, Harry said: "It is weird but we are very lucky that we get to work with a lot of people who've worked with this kind of thing before and they've seen where it's gone wrong and where it's gone right.
"In terms of the people we have around us their experience helps a lot. And obviously we have all of us to talk it through and we have our families. And it's amazing what we get to do."
Zayn, who is engaged to Little Mix star Perrie Edwards, added: "We've all got really supportive families that keep us grounded and keep us who we are."
1D recently made history in the US after releasing their new studio album, Four, making them the first group to score four consecutive chart-topping albums on the US Billboard 200 album chart.
Talking about their writing process, Liam said the boys pair off, as otherwise it "gets too busy". Zayn added: "We tried to write with the five of us in the early days but it was just too hectic."
Speaking about Four, Liam continued: "With the involvement we had in it, we feel that it's more our own and we're definitely more proud of it. It's more the stuff we listen to ourselves and we are happy to tour it."
While on the show, the boys find out that they have a pretty famous fan - Lord of the Rings star Sir Ian McKellen, who comes on the show wearing a 1D T-shirt!
One Direction also perform their latest single 'Night Changes' live in the studio. Other guests on the show include Jamie Oliver, Victoria Wood and Michael Keaton.
The Graham Norton Show airs tonight (5 December) at 10.35pm on BBC One.
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Watch 1D's video for 'Night Changes' below: