The former undisputed super-middleweight champion said he was so nervous that he could not recall what they said to each other when she bestowed the Commander of the Order of the British Empire (CBE) on him at Buckingham Palace.
"I was pretty relaxed until I got to the front, then I started to get nervous. It's nerve-racking talking to the Queen," the Welshman said after the ceremony.
"It's a lot easier talking about boxing. I think she said I was undefeated. I blabbered something out. She said 'I do a lot of charity work' and I said 'I do a lot of work with children."'
Calzaghe didn't reveal whether the Queen asked him if he was about to retire.
The southpaw, known for his fast hand speed and ability to overwhelm opponents with combination punches, has previously said that fighting Jones may well be his last bout.
But after his lopsided points victory over the former four-weight world champion in New York's Madison Square Garden on November 8, he would not confirm it.
He also left it open when asked again by reporters outside Buckingham Palace.
"I'll be 37 in March so I'm no spring chicken. People say I don't look like a fighter and I don't want to start looking like a fighter," Calzaghe said, referring to his lack of visible marks despite defending world titles for 11 years.
"It'll have to be something really special to make me want to fight again but I'll decide in the new year. There'll always be another up-and-coming fighter.
"It depends how long you want to go on. It depends if I want to push it a bit or stop."