David Letterman Was Convinced He Was Going to Prison - Watch!

David Letterman is stopping by Ellen for the first time ever!

The 71-year-old host stopped by the show to promote the new season of Netflix show My Next Guest – and revealed the time he was convinced he was going to spend his life in prison.

During his interview, David shared the time that he and Ellen producer Mary – who worked on the Late Show with him for 10 years – were once playing catch on the 14th floor of 30 Rockefeller Plaza in New York City, and a baseball broke the glass and flew down to the crowds of pedestrians on 6th Avenue.

“Well how many are dead?” David jokes. “So I’m stunned and I go over to where the window is and I’m just kind of hiding and looking down there…and people were looking up because shards of glass had rain down on the Avenue of America. And I see a guy down there point up and go, ‘Oh hey there’s David Letterman!’ and I just thought I was spending the rest of my life in prison.”

You can catch David‘s full interview on Ellen on Thursday, March 21) at 4pm ET on NBC.

Check out the clip!