In quotes provided Wednesday by Harpo Productions, Leno tells Winfrey that "it didn't seem appropriate" to speak to O'Brien. But Leno says the two comedians might talk when "things cool down."
NBC unseated O'Brien and moved Leno back to the program he had hosted for 17 years. Leno is scheduled to return to "Tonight" on March 1.
In a video previewing "The Oprah Winfrey Show" interview, Leno says: "This whole thing was a huge mess."
Leno's interview is slated to air Thursday.
Harpo Productions made an offer for O'Brien to appear on her show, but it hasn't been confirmed.