By Brian Ives

“I’m naked and afraid.”

It was kind of a stunning quote that David Letterman made to during his interview with CBS Sunday Morning‘s Jane Pauley yesterday (May 17). Pauley was conducting Letterman’s only televised interview where he was discussing his impending retirement. Letterman’s final Late Show broadcast will be this Wednesday (May 20).

Related: What David Letterman and Late Show Meant to Music

In the interview, Letterman said that when he walks out of the Ed Sullivan Theater Wednesday night, it will be for the last time.

“I don’t think I’ll ever be back in this building again,” he said. “Honestly. I think it would just be too difficult for me, emotionally. There have been a lot great things to celebrate, there have been a lot of arguments [here], and nearly fistfights and nearly every emotion that people can share over 20 years.  I just don’t want to come back and see other people living our lives.”

He mentioned that there will be a party after the last broadcast, but it’s not one he’s looking forward to attending.

“I’m not looking forward to it at all,” he said. “I don’t want to go to a party, I recognize that it’s good, cathartic perhaps, for all of us to be together, because it’s not been easy on anybody who has been here any length of time, for this to end. So I recognize the symbolic importance of it. But holy crap. [mimicking a waiter/waitress] ‘Care for a shrimp puff?’ I don’t want a shrimp puff.”

He also mentioned ambivalence about keeping the desk that he’s sat behind for decades: “Somebody said to me, ‘Well, jeez, do you want the desk?’ And I thought, ‘Really? What would I do with the desk?’ What would I do with the desk?”

Read more about David Letterman’s future plans on Radio.com

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