David Letterman got candid in a sit-down interview with NBC News anchor Tom Brokaw.

The retired "Late Show" host revealed in the interview that he was puzzled why a woman did not replace him.

"There should be more women. I don't know why they didn't give my show to a woman," Letterman said on "On Assignment," set to air Sunday. "That would have been fine." 

While Letterman was one of the creators of the CBS late night show, he was not asked to weigh in on who his replacement should be.

“No, they didn't ask me about anything," he says. "They were just -— they were just happy I was going."

The funnyman explained that his decision to leave the show after 22 seasons was filled with mixed emotions, but when Stephen Colbert took over in September 2015 he was relieved.

"And then, the first day of Stephen [Colbert]'s show when he went on the air – an energy left me and I felt like, 'You know, that's not my problem anymore,'" said Letterman. 

The husband and father revealed that his devotion to the late night talk show wreaked havoc in other aspects of his life.

"I devoted so much time to the damage of other aspects of my life. The concentrated, fixated focusing on that – it's good now to not have that. I couldn't care less about late-night television."