The internationally successful musician was being interviewed by Nick Grimshaw in his studio in Los Angeles.
He was asked by one listener if he had ever been turned away from a venue before he was famous.
Harris revealed he had been refused entry to a club in Dumfries 15 years ago for having the "wrong shoes".
"The answer would be yes," he said.
"It was Chancers in Dumfries for having the wrong shoes in 2001."
It was a fair cop, I had the wrong shoes on.
However, he said he accepted they had probably been right to turn him away.
"It was a fair cop, I had the wrong shoes on," he said.
"It think it is about mental attitude - that when you have fancy shoes on you are less likely to cause trouble, like, in your mind - do you know what I mean?" he said.
"If you go into a place and you are dressed with trainers and jeans, a T-shirt and all that you are kind of setting yourself up to cause trouble.
"If you are there in your nice shiny shirt - from Next or somewhere like that - and you've got your shiny shoes and all that on you are probably going to be a bit more respectable in the club - that's my theory."
Scottish DJ Calvin Harris has told BBC Radio 1 about the time he was refused entry to a nightclub in his hometown of Dumfries.