The talkSPORT Breakfast presenter was in conversation with co-host Ally McCoist when he revealed he was hilariously corrected by the Arsenal legend.
Speaking of the incident, Stelling revealed how he was pronouncing Norwich manager David Wagner's name wrong.
He explained to the Scot that he used the 'w' like a 'v' as is inherently common in the German language.
Instead, you say it as you see it, simply as 'Wagner', the English way due to his American family background.
Merson famously struggles to pronounce people's names on Soccer Saturday, with clips of his attempts often going viral.
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So to go corrected by the Arsenal legend was not exactly Stelling's best day at the office.
"I will just explain very briefly: I used to call David Wagner with a 'v', and Paul Merson told me I was pronouncing it wrongly," Stelling said.
"That was one of the low points in my career!
"But hands up, he was right, and I was wrong."
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McCoist then joked: "Paul Merson? Who can't get Paul Merson right?"
Former Huddersfield boss Wagner is currently in charge of Norwich, having watched his side lose 5-2 to Jurgen Klopp's Liverpool in the FA Cup fourth round on Sunday.
Curtis Jones, Darwin Nunez, Diogo Jota, Virgil van Dijk, and Ryan Gravenberch were all on target in the Reds' first game since Klopp announced he will leave at the end of the season.