Bill and Melinda Gates are busy: The husband and wife billionaire philanthropists are working to advance the U.S. education system, improve healthcare conditions around the globe, and empower women, all while raising three children.

But that doesn't mean they don't have fun.

"We like to watch movies, we go out to movies together, we kayak together, we play a crazy game called pickleball," Melinda Gates told CNBC Make It Tuesday.

Similar to badminton or tennis, but played with paddles and a light plastic ball, pickleball is a favorite of suburbanites, and according to Melinda, of the Gates family.

"We are huge pickleball fans," Gates says.

"In fact, one of the things that Bill was so excited to teach me when we first were dating was pickleball. His family took me out on the court and they taught me, it's easier to pick up than tennis. He's more of a tennis player, but I play pickleball with him."