That was the first lady's third appearance in a year, having appeared on earlier occasion to promote the publication of her book and celebrate Letterman's 19th anniversary on the show.

The Obamas will actually have a chance to return the favor and host Letterman later this year. The comedian was named Wednesday as one of the recipients of the Kennedy Center Honors awards. The Obamas are expected to be in attendance, and honorees are typically invited to a reception at the White House.