Dave Annable says Kevin Costner made him dye gray hair in Yellowstone National Park

Dave Annable goes for his natural salt and pepper look!

In an exclusive conversation with PEOPLE at the Season 2 premiere of lioness On October 23, the 45-year-old actor opened up about going gray for the thriller series.

“I asked, and they said yes to this one,” he said, before recalling, “I kept asking.” Yellowstoneand God bless Mr. (Kevin) Costner, he was like, 'No – you're going to dye it.' I don't want to look that old.' I thought, 'Oh, okay. Copy that. That makes sense.'”

“So yeah, (for) this one I think it works,” he said of his role as Neal in the thriller series lioness. “We can use it. It looks like a doctor.”

In YellowstoneAnnable plays Lee Dutton, the unfortunate son of patriarch John Dutton (Costner). During a conversation with 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've sat 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 on a horse in the mountains of Montana. I mean, it hits everything differently.”

While Annable's time at the ranch was short-lived, Sheridan had another role in mind for him lioness.

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

“Taylor said I have a face he wants to kill,” he added. “So I thought, 'Don't kill me, I can't take two in a row.'”

Next to Annable, lioness The film 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.

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Season 2 of lioness Premieres Sunday, October 27 on Paramount+.