NEW YORK (CBSNewYork) – That’s one heck of a way to say goodbye.

Tina Fey stunned David Letterman during her farewell appearance on the “Late Show” by shucking her “last dress ever.”

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You can see how it all went down in the clip above.

“I realized that when you retire, this is it. I’m never going to wear a fancy dress on a talk show again,” Fey said.

“Oh, don’t say that,” said Letterman.

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“It’s very hard work. I don’t know if you’re aware of the contraptions under here, it’s almost medical,” Fey joked. “I dress up like this out of respect for you.”

She went on to say that since this is her last time ever wearing a fancy dress on a talk show, she wanted to give it to him.

She went on to remove the dress, to reveal underwear with “Bye Dave!” and “#LastDress Ever” written on it.

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Letterman’s final show is May 20.