Updated: Thu, 03 Jan 2013 22:57:16 GMT | By Courtney Hazlett, TODAY

David Letterman talks sex scandal: 'I have nobody to blame but myself'



Oprah had a no holds barred interview with David Letterman.

Oprah had a no holds barred interview with David Letterman.

For the first time since David Letterman publicly admitted he had an affair and then apologized to his "horribly hurt" wife in 2009,  the late-night host talks about the scandal to Oprah Winfrey in the upcoming episode of "Oprah's Next Chapter."

Billed as a "no holds barred" interview, Letterman tells he has "no one to blame but myself" for the sex scandal.

But things have gotten better since then. "Now, I feel better about myself, my relationship with my wife is never better, and it’s just because I want to be the person I always thought I was and probably was pretending I was," he said. "And so far, it’s been great. Things have been great. I hurt a lot of people. I have nobody to blame but myself. I’m not looking to blame anybody. I’m looking to find out why I behaved the way I behaved."

The interview also includes frank talk about Letterman's assumed NBC rival Jay Leno. Letterman contends that the idea there's a rivalry between the two is not true.

"Jay and I were friends. We were always friends before all of this happened," he says of being passed over to take over Johnny Carson's seat.

"He has a way, he’s an unusual fellow. I’ve never met anyone quite like Jay," Letterman tells Oprah of the "Tonight Show" host. "And I will say -- and I’m happy to say -- that I think he is the funniest guy I’ve ever known. Just flat out, if you go to see him do his night club act, just the funniest. The smartest, a wonderful observationist and very appealing as a comic."

See what else he has to say about his scandal and more when "Oprah's Next Chapter" airs Sunday at 9 p.m. on OWN.

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