Lord Krishna gave knowledge of Bhagavad-gita to the sun-god.

The Vedic literature is taught in higher planets also, as there is reference in the Bhagavad-gita (4.1) about the teachings to the sun-god (Vivasvan) by the Lord, and such lessons are transferred by disciplic succession, as it was done by the sun-god to his son Manu, and from Manu to Maharaja Iksvaku. There are fourteen Manus in one day of Brahma, and the Manu referred to herein is the seventh Manu, who is one of the prajapatis (those who create progeny), and he is the son of the sun-god. He is known as the Vaivasvata Manu. He had ten sons, and Maharaja Iksvaku is one of them. Maharaja Iksvaku also learned bhakti-yoga as taught in the Bhagavad-gita from his father, Manu, who got it from his father, the sun-god. Later on, the teaching of the Bhagavad-gita came down by disciplic succession from Maharaja Iksvaku, but in course of time the chain was broken by unscrupulous persons, and therefore it again had to be taught to Arjuna on the Battlefield of Kurukshetra. So all the Vedic literature are current from the very beginning of the creation of the material world, and thus the Vedic literature is known as apauruseya (not made by man). The Vedic knowledge was spoken by the Lord and first heard by Brahma, the first created living being within the universe.

Source: A.C. Bhaktivedanta Swami Prabhupada (2014 edition), “Srimad Bhagavatam”, First Canto, Chapter 12 – Text 19