Tina Fey gave David Letterman a memorable farewell on the Late Show on Thursday night, her last appearance before he retires and Stephen Colbert takes over.

Fey, who’s been on the show 20 times, really wanted to go out with a bang and she surely did by stripping down to her Spanx.

When Letterman complimented her on her “beautiful dress,” saying it’s something “Kate Middleton would show up in,” she explained that it’s “almost medical” what she has to go through to fit into it.

She continued to tell him it’s probably the last time she will dress up like this for a late night show host since he’s retiring.

“What am I going to do put a dress on for Jimmy [Fallon]? That's creepy. He's like my brother. I'm gonna wear like special underwear for James Corden? That's not gonna happen. The next time you'll see me I'll be playing charades in a slanket," she said.

Her parting gift to Letterman was the actual dress, which required her to strip down.

Watch it unfold below and the special message she had on her Spanx just for him:

image via Roger Wong/INFphoto.com