(NBC) -- If you missed it, Jay Leno appeared in a Super Bowl commercial with Oprah Winfrey and David Letterman, a commercial that was taped in secret.

During his show Monday night, Jay talked about that commercial and how it all came together.

"I want to tell you a story about this commercial, how this all came to be. I was sitting in my office and Rob Burnett, his producer, calls my producer Debbie and says 'hey, Dave has an idea for a Super Bowl commercial," Leno recounted.

Then he tells me the idea and this is Dave's idea and thought that's great because you know no matter what animosity there is among comedians, a good joke is a good joke," Leno said.

"So we have to do this in complete secrecy so I fly to New York.  I tell my staff we have some personal business or something.  I have a mustache and all these disguises on and I get to New York and I pull up in front of Dave's studio," Leno explained  "Black SUV, all the security, and we sneak in."

"Even Dave's staff, no one knows anything about it.  We shoot the commercial," Leno said.

"Well I walk in.  I see Dave, he puts his hand out and we shake hands.  And you know whatever happened in the last 18 years disappeared," Leno said.  "It was great to see my old friend again."

"He was very gracious. We talked about the old days. We told some jokes and it was really good to see him," Leno said.

"So we shoot the commercial with Oprah and everything. I put my disguise back on and we sneak back here. Nobody knows," Leno said.  "The next day an NBC executive comes to see me.  'Jay we have a problem.'"

"'What is it?'"

"'Last night, I got word Dave Letterman shot some kind of secret show.  Well what happened was we know a black SUV pulled up.  There was security, a hooded figure came in the side of the building. Who do you think it was?  We think it was President Obama.'"

"So I said 'President Obama did a commercial for Dave?'"

"'We think that's what it is yeah.'"

"So i said 'OK look, keep me posted.'"

Jay's last prime time show will air Tuesday night, before returning to the Tonight Show following NBC's coverage of the Winter Olympics.