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VIDEO: David Letterman Welcomes Coco To The Club

May 4 2010, Published 9:30 a.m. ET

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David Letterman gave his witty take on Conan O'Brien's emotional 60 Minutes interview on Tuesday's Late Show.

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Letterman recalled how O'Brien said in the interview that he was heartbroken over losing the Tonight Show, to which Letterman said, "Welcome to the club, Coco. Welcome to the club."

VIDEO: Conan Hasn't Heard From Leno, O'Brien Says In 60 Minutes Interview

Letterman continued, turning the guns on his longtime late night rival Jay Leno.

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"But Conan declined to say anything or criticize Jay Leno. And, and I... here's how I look at this,” Letterman said. “I always say, 'If you can't say anything nice about Jay, well, let's hear it!'

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