David Letterman reveals the two 'Late Show' guests who made him the most anxious

Since leaving his "Late Show" hosting duties nearly a month ago, David Letterman has opened up about his new life as a retiree and is reflecting on his late-night experiences in a new interview with Indianapolis Monthly.

In the article, Letterman revealed that he had a particularly tough time interviewing two guests: singer-songwriter Warren Zevon and former President Bill Clinton.

Letterman said he was "anxious" to interview Zevon because he wasn't sure how to address the singer's terminal illness.

"Warren Zevon was on years ago, and we all knew he was dying," Letterman said in the interview. "I was at a loss because I couldn't think of an entry point for a conversation with a dying man on a television show that's supposed to be silly. 'How are you doing? You look great!' doesn't exactly work. I was really dissatisfied with my part of that conversation. I was ill-equipped to connect with a friend who was going through something like that."

Zevon died in 2003 due to an inoperable form of mesothelioma, and his appearance on Letterman in 2002 ended up being his last interview and final public performance.

Interviewing Bill Clinton for the first time, however, Letterman said he was "anxious for totally different reasons."

"Of course, what I learned about Bill was that you don't even need to be in the studio for that interview. He'll take care of it," Letterman said about the famous orator and former president.

Clinton would go on to make nine other appearances on Letterman's show. Their tenth and final interview took place during Letterman's penultimate week as host of "The Late Show," where Clinton joked that there's a 100% chance he'll move back to the White House if his wife, Hillary Clinton, wins the presidential election.