Palin, who had a dustup with the late-night host while running for vice president in 2008, said maybe he would be starting a trend that extended into the political arena.
Letterman announced during a taping of "Late Show With David Letterman" Thursday that he would step down in 2015 after more than 20 years on the show. He is the longest running late-night host.
In 2009, Letterman apologized multiple times for a joke about Palin's teen daughter, which sparked outrage while she was running on the GOP ticket with Sen. John McCain (R-Ariz.).
At the time, Letterman said he mixed up Palin's two daughters when he joked that one of them was "knocked up" by Alex Rodriguez while attending a Yankee game. The joke was meant to be directed at Palin's older daughter; however, her 14-year-old daughter at the time was the one who attended the game.