David Letterman appearing on 'Ellen' Thursday afternoon on Channel 13

David Letterman appears on an episode of "The Ellen DeGeneres Show" airing Thursday, March 21, 2019. (Warner Bros. Photo/Michael Rozman)

David Letterman will appear on "Ellen" for the first time Thursday afternoon.

“Late Show with David Letterman” was on for 23 seasons, and the iconic TV host told Ellen that he made a mistake by staying on TV too long, and regrets not ending the long-running program 10 years ago to direct his energy toward other things.

Ellen, a longtime admirer of Letterman's, will share a clip from her first time as a guest on “Late Show” in 1993. He also announced that Ellen will be a guest on his new Netflix show, "My Next Guest Needs No Introduction with David Letterman," this coming year in his second season.

Letterman opens up during the interview saying he made a mistake by staying on TV too long and regrets not leaving 10 years earlier to direct his energy toward other things. He also talks about working with one of Ellen’s Executive Producers, Mary Connelly, at “Late Show” and the terrifying incident involving them, a baseball and 30 Rockefeller Plaza that had him convinced he was going to spend life in prison.

Be sure to watch the entire interview at 3 p.m. on Channel 13.