Despite what ShishiXu says, it is absolutely possible to have an authenticator on each of your devices. To do this, set it up on one device and when the QR code is displayed, scan it on the second device as well. Verify that both apps generate the same code.
Print the QR code on paper or to a file as a PDF. That way, if you ever need to set up the phone again, you'll have the secret that's shared with the server again.