[Q] Bluetooth Headphones topic

Hey, I am new here. I purchased an LG G Watch R and will get it in a few days!
I am planning to use it at the gym. Will I be able to connect my phone and my Bluetooth headphones to the watch? I want to use the media controls on the watch to change the songs that are loaded on my phone. I know Bluetooth doesn't usually allow you to connect to more than one device; so I was wondering if this would work?