Tina Fey gave David Letterman the BEST goodbye during her final appearance on the Late Show. The 30 Rock star, who rocked blue dress with black lace detailing, talked in her interview about how she would never have to wear anything nearly as fancy for any other talk show.

Tina Fey
Tina Fey is not a fan of women's shapewear.

“It’s very hard work,” Fey started her tirade. “I don’t know if you’re aware of the contraptions under here. It’s almost medical.”

But more importantly, Fey said, she dresses like this specifically out of respect for Letterman.

“What am I gonna do, dress up for Jimmy?” she asked, referring to former SNL co-star and current Tonight Show host, Jimmy Fallon. “That’s creepy, he’s like my brother. I’m not gonna wear special underwear for James Corden. That’s not gonna happen. The next time you see me, I’ll be playing charades in a slanket.”

More: David Letterman Looks Ahead to Final "The Late Show" Appearance

So in honour of Letterman’s retirement, Fey had a very special gift prepared – her dress. The one that was on her body. Well, technically, two minutes and thirty seconds into the bit, it wasn’t on her body any more, as the comedienne stepped out of the restricting fashion statement to reveal some pretty fancy underwear – black spanx, with the words “Bye Dave!” emblazoned on the front.

“Look it’s Tina Fey! I’m now told now we have time for another segment,” Letterman joked.

The final episode of “Late Show with David Letterman” will air May 20.