By Hillary Busis
Updated January 07, 2013 at 03:25 PM EST
Harpo Studios

Oprah Winfrey and David Letterman are thisclose to exchanging BFF bracelets. In November, the late-night titan interviewed the queen of daytime at Ball State University, prompting Winfrey to open up about her rough childhood and adolescence (read: abuse, abuse, and more abuse).

Now Oprah has returned the favor, conducting an in-depth interview of Letterman for an episode of Oprah’s Next Chapter that aired last night. Winfrey didn’t shy away from asking tough questions about Letterman’s 2009 sex scandal, his struggles with depression, and even his relationship with Jay Leno — and Letterman didn’t shy away from answering them. (For the record, says Letterman, Leno is the “funniest guy I’ve ever known,” as well as the “most insecure.”)

Letterman was frank when discussing the scandal, which was catalyzed when a producer for CBS’s 48 Hours threatened to write a screenplay about the host’s infidelities unless Letterman paid him $2 million. After reporting his extortionist to the police, Letterman publicly confessed to having a series of affairs with Late Show interns in a memorable on-air monologue.

“I have no one to blame but myself,” Letterman said, adding that he knows he “hurt a lot of people.” But there’s a silver lining to the scandal: “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.”

Letterman also delved into one of his worst depressive episodes, a six-month “sinkhole” during which he couldn’t shake the urge to stay in bed all day or stand looking at sunlight. When Winfrey asked how he managed to work throughout that period, Letterman answered that he simply “had to push through.”

And finally, Letterman and Oprah also discussed their long (and long-dormant) feud, though there’s no clip of this moment available online yet. Though Letterman has said that the conflict began when he pulled a prank on Winfrey at a restaurant, Winfrey’s version of events is different.

She revealed during Next Chapter that the fight actually started when she was heckled by a drunken audience member during an appearance on Letterman’s show. She felt that Letterman was baiting the heckler and subsequently declined his future invitations, which led to rumors that they’d had a falling-out. Letterman, to his credit, apologized and said that he would no doubt be mortified if he ever went back and watched the incident. Presumably, though, he still has no regrets about the whole “Oprah, Uma, Uma, Oprah” thing.

Read more: