The band revealed that they particularly enjoyed performances from the Spice Girls, Muse and Queen during the Closing Ceremony on August 12.
"The Opening Ceremony was the craziest thing I've ever seen," drummer Ronnie Vannucci told NME. "It impressed me a lot.
"I love the Spice Girls. I though the Muse thing was cool. The Queen thing was cool."
Brandon Flowers added: "We were backstage in Budapest trying to watch it, but we couldn't get any sound. But Brian May looked like he was owning it."
The band also spoke about their upcoming fourth studio album Battle Born, which will be released on September 17.
Flowers said: "On this record we've taken what we've acquired from playing all these shows on the road. That experience and that fire I guess from playing so many live shows, and we've applied that to songwriting. I don't think we've ever done that before."
The Killers recently released a teaser of their new album exclusively on Digital Spy. Watch the clip below: