But there were no tears; just jokes, celebrations and celebrities.
No moments of deep introspection; just his usual sarcastic, self-deprecating humor with a tinge of nostalgia.
Rock band Foo Fighters crooned his favorite song, "Everlong," the same number they performed for him when he returned from heart surgery.
And as tributes poured in from the likes of President Barack Obama, Chris Rock and Tina Fey
, Letterman quipped, "Do me a favor. Save a little for my funeral."
His fans took to social media to do anything but. And unlike him, some were in tears.
Actress Elizabeth Banks said it was hard to watch the final episode of Letterman's "Late Show."
"He hasn't said a word and I'm crying," she said.
Esther Erin Smith, a fan of the show, echoed the same sentiment.
"Biggest lump in my throat saying #ThanksDave and #GoodbyeDavidLetterman," she tweeted using the hashtags for the final episode. "I'm crying, thanks for the laughs and memories."
For others, it was the end of an era in late night television.
"Most of my 28 years of life, I've watched David Letterman," DJ Hunter tweeted. "Feels weird to see it end. Thanks for the entertainment."
Others said goodbye to a spiffy dresser.
"Everything that's already been said, yes," Sandy Rob said. "We're also losing the most nattily dressed gentleman on late night."
And other celebrities were not left out, either.
"It's absolutely absurd to thank David Letterman for all he's done in a tweet," said Conan O'Brien.
"But that's the world we live in now."
Major League Baseball also paid tribute to the comedy genius with a simple #ThanksDave message along with a picture of him wearing a baseball glove.
"The Golden Girls"actress Betty White
also remembered her friend.
"We love each other so much. I will miss him so," she said. "But look out -- I'll find him!"
"Seinfeld" alum Jason Alexander also thanked the late night host.
"David Letterman, thank you for the laughs, both live and on air," he tweeted. "May your family bring you joy and inspiration & may you laugh 4 all ur days."
And with that, Letterman
said goodnight and goodbye to his "Late Show" fans after 33 years on air.