Andy Cohen and Jay Leno Andy Cohen and Jay Leno

Jay Leno is putting an end to rumors about a feud with David Letterman.

"We started out together, he still makes me laugh as much as anybody." Leno told Andy Cohen, a guest on his show. "Brilliant wordsmith, very funny guy."

9 TV shows on the bubble

During an appearance on The Tonight Show, Cohen asked Leno to play his favorite Watch What Happens: Live game, "Plead the Fifth," in which Cohen asks three questions and the guest must answer two. Leno's admission came when Cohen asked, "What is the misconception about you that irritates you the most?"

See how Leno answered Cohen's other two questions: